First thing is your question is very general. Basically it will be dependent upon the data type and how you want to tell.
For prediction based system, my opinion is RNN. I can be wrong. But you have to develop the supervised learning algorithm first in order to train the network. So which one for your data will work mostly depends upon the type of data.
ANN, CNN all will be good for classification and detection in general. If you want real time, the challenges will be there.
Also one important question is , what type of features you want to consider from your data?