Abstract: The present invention predicts an output result in response to unknown input data using a layered neural network. For example, learning data collected in time series with rate of changes included are learned through the layered neural network. As a result, a predicted value can be obtained with a smaller amount of learning data within a shorter learning time. The present invention comprises a rate of change calculating unit for calculating the rate of change of time-series data at two different time points, and a network generating unit for controlling the learning steps performed by the layered neural network using at least the rate of change of data as learning data so as to establish a neural network in which a weight value is determined for learning data.