We propose a novel class of unsupervised learning-based algorithms that extend the conditional restricted Boltzmann machine to predict, in real-time, a lower limb exoskeleton wearer's intended movement type and future trajectory. During training, our algorithm automatically clusters unlabeled exoskeletal measurement data into movement types. Our predictor then takes as input a short time series of measurements, and outputs in real-time both the movement type and the forward trajectory time series. Physical experiments with a prototype exoskeleton demonstrate that our method more accurately and stably predicts both movement type and the forward trajectory compared to existing methods.