User blog comment:SATOSHISUMI/Mystery Woman/@comment-99.104.44.103-20120925033746/@comment-904888-20120925071752

If she is from the past, it doesn't explain how Jellal was able to spot her face through her hood (she wasn't shown to have removed it when she turned around). If she was indeed was from the past and thus trying to hide her identity, I don't think she would have complied to Jellal's request, because she is not in anyway connected to Jellal thus his gesture of revealing his face would have meant nothing to her.

Jellal and the mystery woman would have to at least be acquainted with each other for that gesture to mean anything. So based on that (my) theory, I am more inclined she is from the future, failing that, a person forgotten from the recent past that only resurfaced, rather than the distant past