An apparatus for generating a probabilistic graphical model based on a time-space structure. The apparatus includes a first matrix generation unit configured to generate a first matrix having variables corresponding to stream data; a second matrix generation unit configured to classify the variables of the first matrix into either object variables that are objects of interest or input variables, acquire combination variables from multi-order combination of the input variables, and generate a second matrix using the acquired combination variables; and a model creation unit configured to create the probabilistic graphical model using the object variables of the first matrix and the combination variables of the second matrix.