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The future is something that has not happened yet. Once that something has happened, it is called the past. If it is happening now, it is called the present. And the study of social advancement in the future is called futurology.
Movies, television shows and books that tell made-up stories about the future are often called science fiction, but there is also science fiction which takes place in the past, and fiction that takes place in the future but is not science fiction.