The invention relates to a system for monitoring a cumulative physiological state and for predicting a target state under physical exercise, which system includes means for measuring a variable depicting the intensity of the exercise and for registering it relative to time, the control unit consisting of a user-interface device, which includes an input device and output device. Software means calculate the current value of the said cumulative physiological variable while second software means calculate the value of a selected output variable, which output variable is one of the following three variables: target state, future intensity, or duration of future exercise, the two other variables being given as initial variables.