Someone who claims to be able to see or predict future events is generally referred to as a clairvoyant. Whether or not these people actually exist is still a matter of debate, with no scientific evidence currently showing conclusive proof that this phenomenon is real.
Clairvoyance is not limited to future events. These people often claim to also be able to "see" current events in another area, and the term can be used to generally describe anyone who is able to perceive things not available to the immediate physical sense. Clairvoyance is considered part of parapsychology. Anecdotal evidence abounds, but many remain skeptical of paranormal abilities.