1. A classification device comprising: a data storage unit configured to store a plurality of pieces of time-of-day information each indicating a different time of day, and a plurality of pieces of location information respectively associated with one of the plurality of pieces of time-of-day information and indicating a location where a subject was at an associated time of day; a sorting unit configured to sort the plurality of pieces of location information in order of time by using the plurality of pieces of time-of-day information; a hidden Markov model storage unit storing therein a left-to-right hidden Markov model that contains a plurality of states and in which a parameter is undetermined; a Markov model output unit configured to determine the parameter by inputting the plurality of pieces of location information sorted in order of time by said sorting unit into the hidden Markov model, and output a defined hidden Markov model containing the determined parameter; and a classification unit configured to classify each of the plurality of pieces of location information into one of the plurality of states in order of time, by inputting the plurality of pieces of location information sorted in order of time by said sorting unit into the defined hidden Markov model.