A data processing apparatus includes an obtaining unit configured to obtain time-series data from a wearable sensor, an activity model learning unit configured to learn an activity model representing a user activity state as a stochastic state transition model from the obtained time-series data, a recognition unit configured to recognize a current user activity state by using the activity model of the user obtained by the activity model learning unit, and a prediction unit 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 unit.