Tarquinius Superbus, the last of Roman kings, ruled before the Roman Republic. There is an interesting story about something called the Sibylline Books. These books of prophecy were written by Sibyl of Cumae. Sibyl offered the nine volumes for sale to Tarquinius Superbus, but he refused, saying the price was too high. She then burned three of the books, and offered him the remaining six for the original price. He refused again, probably with a laugh. So she burned three more. She then offered him the last three for the original price. By this time, he had learned of her reputation as a prophetess, and he bought the three remaining books. It is said that Sibyl was never heard from again.
Tarquinius treasured the books and kept them under guard. For many centuries, in times of strife and conflict, Roman leaders consulted these prophecies. In 83 B.C., the temple in which the books were kept burned and they were destroyed.
Undaunted, the Romans began a re-collection of the fragments of the prophecies which had been copied. For years, every scrap was hunted down and its contents carefully studied to see if it was authentic. Emperor Augustus stored the reconstructed books in the Temple of Apollo on the Palatine Hill.
Yet in A.D. 405 the General Flavius Stilicho, a Christian, who regarded the books as pagan, had them burned. Just five years later, Rome fell to the Visigoths and pagan scholars claimed it was punishment from the gods for destroying the books.
Obviously prophecy is not the same as futurism. However, what I find interesting in this story is that the Romans evidently believed there would be a future, that it would be different than the past and that it can be known in advance.
Their architecture was built to last centuries. There are 2000-year-old Roman roads still in use today. So the Romans must have built their roads with the expectation that their culture would still be around in the centuries to come. In a sense, they believed in the future, and this affected what they did in the present.