1. A data processing apparatus comprising: obtaining means configured to obtain time-series data from a wearable sensor; activity model learning means configured to learn an activity model representing a user activity state as a stochastic state transition model from the obtained time-series data; recognition means configured to recognize a current user activity state by using the activity model of the user obtained by the activity model learning means; and prediction means configured to predict a user activity state after a predetermined time elapses from a current time from the current user activity state recognized by the recognition means.