A method to predict a state of a power system and a device to perform the method are presented, where the method includes the step of performing a Fast Fourier Transform on samples of a periodic waveform signal in order to determine a frequency spectrum of the signal, where the signal was derived from at least one measurable electric quantity of the power system and is representative for the state of the power system. Frequencies and related complex amplitudes at selected peaks in the frequency spectrum are determined and stored together with a time stamp. Afterwards, a predicted value of the periodic waveform signal in the time domain is determined at a prediction time by calculating a sum of sinusoidal signals at the prediction time, where each of the sinusoidal signals is characterized by one of the determined frequencies and its related complex amplitude as well as the time stamp.