Conventional one-layer models have yet to achieve clinically relevant classification rates in predicting exacerbations for patients with COPD. The present study investigates whether a two-layer probabilistic model can increase classification rates compared to a one-layer model. Continuous measurements of oxygen saturation, pulse rate, and blood pressure from nine patients with COPD were structured into 17 prodromal exacerbation periods and 398 control periods. A one-layer model was compared to a two-layer model based on prior probabilities using double cross-validation. The two models were compared by the area under the receiver operating characteristics curve and sensitivity at an arbitrarily set specificity of 0.95. This comparison was carried out across nine different classification algorithms. The area under the receiver operating characteristics curve was increased across all nine classification algorithms and by a mean value of 0.11. Sensitivity at an arbitrarily set specificity of 0.95 was also increased by a mean value of 0.13. In conclusion, a two-layer probabilistic model for predicting COPD exacerbations can increase classification rates compared to a one-layer model, and to a level of clinical relevance, for patients in telehealth.