The rapid development of sensor networks enables recognition of complex activities (CAs) using multivariate time series. However, CAs are usually performed over long periods of time, which causes slow recognition by models based on fully observed data. Therefore, predicting CAs at early stages becomes an important problem. In this paper, we propose Simultaneous Complex Activities Recognition and Action Sequence Discovering (SimRAD), an algorithm which predicts a CA over time by mining a sequence of multivariate actions from sensor data using a Deep Neural Network. SimRAD simultaneously learns two probabilistic models for inferring CAs and action sequences, where the estimations of the two models are conditionally dependent on each other. SimRAD continuously predicts the CA and the action sequence, thus the predictions are mutually updated until the end of the CA. We conduct evaluations on a real-world CA dataset consisting of a rich amount of sensor data, and the results show that SimRAD outperforms state-of-the-art methods by average 7.2% in prediction accuracy with high confidence.