In this study, we present a hypergraph convolutional recurrent neural network (HGC-RNN), which is a prediction model for structured time-series sensor network data. Representing sensor networks in a graph structure is useful for expressing structural relationships among sensors. Conventional graph structure, however, has a limitation on representing complex structure in real world application, such as shared connections among multiple nodes. We use a hypergraph, which is capable of modeling complicated structures, for structural representation. HGC-RNN performs a hypergraph convolution operation on the input data represented in the hypergraph to extract hidden representations of the input, while considering the structural dependency of the data. HGC-RNN employs a recurrent neural network structure to learn temporal dependency from the data sequence. We conduct experiments to forecast taxi demand in NYC, traffic flow in the overhead hoist transfer system, and gas pressure in a gas regulator. We compare the performance of our method with those of other existing methods, and the result shows that HGC-RNN has strengths over baseline models.