Next event prediction in the sequence I have a sequence of event and would like to predict the next one. The training data looks like this:


Ev1,Ev2,Ev5,Ev6,Ev7
Ev1,Ev6,Ev99
Ev4,Ev3,Ev6


So, the idea is to get Ev7 given Ev1,Ev2,Ev5,Ev6

The problem is that the number of "final" events is very high (100K). I tried to look into neural network but it means the last layer would need to have size of 100K.

Can anybody point to any other ways how to do that or any examples?
Hidden Markov Model (HMM) is a method that you could try out. They have been used to model very large sequences (like gene sequences).