Recently I read The Black Swan which exposed ideas of the fallacies of predictions. The Futurist is a story about a man in that profession that comes to the same conclusion.
The Futurist by James P. Othmer is a fictional book that follows a futurist who has lost faith. He no longer believes in his work or even his profession. The Wired Blog wrote up a good review for this book at DR Book Club: The Futurist.