1. An information processing device comprising a model learning means that carries out learning for self-organization of internal states of a state transition prediction model which is a learning model having internal states, a transition model of the internal states, and an observation model where observed values are generated from the internal states, by using first time series data, wherein the model learning means learns the observation model of the state transition prediction model after the learning using the first time series data, by fixing the transition model and using second time series data different from the first time series data, thereby obtaining the state transition prediction model having a first observation model where each sample value of the first time series data is observed and a second observation model where each sample value of the second time series data is observed.