A system for transmitting data via a network with a transmission latency includes: a transmitting device configured to sequentially transmit data; a data prediction device configured to predict future data after a lapse of a prediction time equivalent to a latency time on a transmission line of the network based on time-series data in a given period transmitted from the transmitting device, using a prescribed prediction method, and transmit the future data; and a receiving device configured to receive the future data.