The ability to recognize and predict temporal sequences of sensory inputs is vital for survival in natural environments. Based on many known properties of cortical neurons, hierarchical temporal memory (HTM) sequence memory recently has been proposed as a theoretical framework for sequence learning in the cortex. In this letter, we analyze properties of HTM sequence memory and apply it to sequence learning and prediction problems with streaming data. We show the model is able to continuously learn a large number of variable order temporal sequences using an unsupervised Hebbian-like learning rule. The sparse temporal codes formed by the model can robustly handle branching temporal sequences by maintaining multiple predictions until there is sufficient disambiguating evidence. We compare the HTM sequence memory with other sequence learning algorithms, including statistical methods—autoregressive integrated moving average; feedforward neural networks—time delay neural network and online sequential extreme learning machine; and recurrent neural networks—long short-term memory and echo-state networks on sequence prediction problems with both artificial and real-world data. The HTM model achieves comparable accuracy to other state-of-the-art algorithms. The model also exhibits properties that are critical for sequence learning, including continuous online learning, the ability to handle multiple predictions and branching sequences with high-order statistics, robustness to sensor noise and fault tolerance, and good performance without task-specific hyperparameter tuning. Therefore, the HTM sequence memory not only advances our understanding of how the brain may solve the sequence learning problem but is also applicable to real-world sequence learning problems from continuous data streams.