I have not personally experimented with predictive modeling in Tableau Desktop but there are a few good resources I think that can get you started.
First, a blog post, by Ian Coe a former product manager at Tableau.
Another option, is to use R, to create some of the predictive models and connecting to those in Tableau Desktop. For some information on using R, which I am definitely not an expert in, can be found in the following links.
Jen Underwood also has a great write up on her blog about using Tableau for predictive analysis. She gives some excellent details and background as well as several other resources for accomplishing the desired result.
Hope this helps get you started!