Predicting the near future of primary user (PU) channel state availability (i.e. spectrum occupancy) is quite important in cognitive radio networks in order to avoid interfering its transmission by a cognitive spectrum user (i.e. secondary user (SU)). This paper introduces a new simple method for predicting PU channel state based on energy detection. In this method, we model the PU channel state detection sequence (i.e. "PU channel idle" and "PU channel occupied") as a time series represented by two different random variable distributions. We then introduce Bayesian online learning (BOL) to predict in advance the changes in time series (i.e. PU channel state.), so that the secondary user can adjust its transmission strategies accordingly. A simulation result proves the efficiency of the new approach in predicting PU channel state availability.