Any non Deep Learning python packages for sequence classification.? Stats model or any other machine learning python packages for doing sequence classification(that can be multi class) and sequence prediction (Both next step and regression). 

PS : Input data will be n number of sequences with their respective target (class/regression)

Also each sequences having finite number of events like E1,E2 ..
Have you thought of using Conditional Random Fields? I had used it for my thesis some years ago and papers from Prof. Sunita Sarawagi were a great resource for me. You can use the CRFsuite library which also offers a python wrapper.