1. An apparatus for constructing a prediction model, comprising: an operational result database that relates manufacturing conditions of products manufactured in the past to result information on the manufacturing and that stores a plurality pieces of information obtained by relating the manufacturing conditions to the result information; similarity calculating means for calculating similarity composed of a plurality of comparison results by comparing the manufacturing conditions stored in the operational result database with a manufacturing condition of a prediction target; and prediction model constructing means for determining a parameter of a prediction model corresponding to the manufacturing condition of the prediction target, wherein, when the prediction model constructing means establishes the relationship between a manufacturing condition and a manufacturing result on the basis of the manufacturing conditions and the result information of the operational result database, the prediction model constructing means comprises: means for using the similarity as a weight in an evaluation function for evaluating a modeling error of the result information, and means for using a physical characteristic of the prediction target as a constraint condition to thereby solve a mathematical programming problem concerning the evaluation function within the constraint condition.