Predict Customer Next Purchase with Sequence Suppose I buy products: [1,2,3,4]

Another customer X bought: [2,3]

Most probably customer X next purchase will be: 4

Sequence is very important in my problem

I tried association analysis using R, but it don't take under consideration the sequence 

Please advise what algorithms I need to solve this?

Do I need to First do Clustering to find similar customers?
For sequence problems, I generally used Recurrent Neural Network. It has a property to learn its values, which is based upon the previous state and current input.
Since in your case sequence is important, you can use RNN. You can also try LSTM(type of RNN) cell.


  And Additional Note: For product suggestion(where sequence is not
  important) you can also use Apriori algorithm. This algorithm try to
  build association between the products of a single order.