1. A data processing device for processing time-sequence data, said data processing device comprising: learning means for performing self-organizing learning of a SOM (self-organization map) making up a hierarchical SOM in which a plurality of SOMs are connected so as to construct a hierarchical structure, using, as SOM input data which is input to said SOM, a time-sequence of node information representing a winning node of a lower-order SOM which is at a lower hierarchical level from said SOM, wherein said learning means performs self-organizing learning of a SOM making up said hierarchical SOM using SOM input data, and prediction learning which updates so as to intensify a weighting which represents the degree of jointing between a winning node of a SOM as to SOM input data of a predetermined frame length and a winning node of a SOM as to SOM input data of said predetermined frame length at the next point-in-time.