Patent ID: 7877338

Claim:
An information processing apparatus, including: lower time series data generation means having a plurality of recurrent neural networks which learn predetermined time series data, and generate prediction time series data according to the learning result; upper time series data generation means having recurrent neural networks which learn error time series data that is time series data of errors raised at the time of the learning by the respective plural recurrent neural networks of the lower time series data generation means, and generate prediction error time series data that is time series data of prediction errors according to the learning result; and conversion means for performing nonlinear conversion for the prediction errors generated by the upper time series data generation means, wherein the lower time series data generation means outputs the prediction time series data generated by the respective plural recurrent neural networks according to the prediction errors which have undergone the nonlinear conversion by the conversion means, wherein the lower time series data generation means further comprises a plurality of gate means for opening and closing the outputs of the prediction time series data at the subsequent stages of the respective plural recurrent neural networks, and the plural gate means open and close the outputs of the prediction time series data according to the prediction errors which have undergone the nonlinear conversion by the conversion means, wherein the lower time series data generation means further comprises composition means for compositing and outputting the prediction time series data output from the plural gate means, and wherein a larger prediction error results a smaller opening of an associated gate means.