Based on the physical-mathematical considerations, the authors discussed the object of the short-term climate prediction. The short-term climate prediction has extremely important potential benefit for the economy and society, but is a very difficult scientific systematic work. Traditionally, the anomaly of a variable to its climatology has been used as the object of the shortterm climate prediction. However, this approach does not necessarily contain physical-mathematical robustness. Considering that the current climate prediction skill, based on the above approach, is quite limited, the authors proposed another approach, using the interannual increment of a variable as the predicting object. The authors also provides discussion on this approach from the physical-mathematical considerations, and validation of this approach based on a climate model prediction experiment.