It's hidden behind the part showing the terminal numbers. The anticipator is nothing more than a small resistor connected between the switched live (terminal 3) and neutral (terminal 2). When the thermostat is calling for heat, current flows through the anticipator. This results in a small amount of heat being generated by the resistor, which warms up the bimetallic switch in the thermostat. This causes the thermostat to turn off earlier than it would otherwise do and reduces the hysteresis of the thermostat. When the thermostat turns off, the anticipator cools down. If the wires to terminals 1 and 3 are reversed, the anticipator is permanently heated, so it has no effect.