Abstract: A time series data analysis method according to an embodiment of the inventive concept is performed by a computing device. The method includes inputting, for each of a plurality of units, into which the time series data is split on a time axis, a feature of each of the units to an intermediate neural network, obtaining m-dimensional intermediate output data (m is a natural number of 2 or more) from the intermediate neural network, inputting the intermediate output data of a plurality of units immediately adjacent in time to a final neural network to obtain final output data output from the final neural network, and generating an analysis result of the time series data using the final output data.