The activity recognition approaches can be used for entertainment, to give people information about their own behavior, and to monitor and supervise people through their actions. Thus, it is a natural consequence of that fact that the amount of wearable sensors based studies has increased as well, and new applications of activity recognition are being invented in the process. In this study, gym data, including 36 different exercise classes, is used aiming in the future to create automatic activity diaries showing reliably to end users how many sets of given exercise have been performed. The actual recognition is divided into two different steps. In the first step, activity recognition of certain time intervals is performed and in the second step the state-machine approach is used to decide when actual events (sets in gym data) were performed. The results showed that when recognizing different exercise sets from the same occasion (sequential exercise sets), on average, over 96 percent window-wise true positive rate can be achieved, and moreover, all the exercise events can be discovered using the state-machine approach. When using a separate validation test set, the accuracies decreased significantly for some classes, but even in this case, all the different sets were discovered for 26 different classes.