Recent progress in Internet of Things (IoT) platforms has allowed us to collect large amounts of sensing data. However, there are significant challenges in converting this large-scale sensing data into decisions for real-world applications. Motivated by applications like health monitoring and intervention and home automation we consider a novel problem called Activity Prediction, where the goal is to predict future activity occurrence times from sensor data. In this paper, we make three main contributions. First, we formulate and solve the activity prediction problem in the framework of imitation learning and reduce it to a simple regression learning problem. This approach allows us to leverage powerful regression learners that can reason about the relational structure of the problem with negligible computational overhead. Second, we present several metrics to evaluate activity predictors in the context of real-world applications. Third, we evaluate our approach using real sensor data collected from 24 smart home testbeds. We also embed the learned predictor into a mobile-device-based activity prompter and evaluate the app for 9 participants living in smart homes. Our results indicate that our activity predictor performs better than the baseline methods, and offers a simple approach for predicting activities from sensor data.