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Spectrum sensing, spectrum decision, spectrum sharing, and spectrum mobility are four major functions of cognitive radio systems. Spectrum sensing is utilized to observe the spectrum occupancy status and recognize the channel availability, while CR users dynamically access the available channels through the regulation processes of spectrum decision, spectrum sharing, and spectrum mobility. To alleviate the processing delays involved in these four functions and to improve the efficiency of spectrum utilization, spectrum prediction for cognitive radio networks has been extensively studied in the literature. This article surveys the state of the art of spectrum prediction in cognitive radio networks. We summarize the major spectrum prediction techniques, illustrate their applications, and present the relevant open research challenges.