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The documentation at https://docs.python.org/3/library/concurrent.futures.html has several functions that case raise a TimeoutError. The hyperlink generated for TimeoutError links to the built-in exception https://docs.python.org/3/library/exceptions.html#TimeoutError. However, the exception raised is a concurrent.futures._base.TimeoutError exception instead, which is undocumented.

I attached a small patch that fixes the documentation, and also documents the other missing exceptions from concurrent.futures documentation.

A similar problem used to exist with asyncio.TimeoutError: Issue 21376.
There is no class called concurrent.future.Error, so I would remove that bit. Otherwise, the rest of the patch looks worthwhile.
With asyncio and multiprocessing, the exception name is spelt out in full, including the module prefix. Maybe it could also be done here to be less ambiguous. When reading it with an ordinary web browser, you don’t get to see the target of the hyperlinks. On the other hand, a full "concurrent.futures.TimeoutError" is rather long and unwieldy. I’m not sure.

New changeset 673d1ccea050 by Senthil Kumaran in branch '3.5':
issue23962 - Reference the correct TimeoutError in concurrent.futures documentation.
https://hg.python.org/cpython/rev/673d1ccea050
New changeset 2b0c7b67eca5 by Senthil Kumaran in branch 'default':
merge from 3.5
https://hg.python.org/cpython/rev/2b0c7b67eca5 

Thanks for the report and the patch. I have fixed that in 3.5 and 3.6 docs. I found it reasonable to include the full module path for TimeoutError makeing it consist with asyncio and multiprocessing TimeoutError.
Also, Error exception is not exposed via __all__ so, left this out in the documentation.