1. A method of transforming a speech feature vector, the method comprising: (a) extracting a feature vector required for speech recognition from a speech signal; and (b) transforming, using a processor, the extracted feature vector using an auto-associative neural network (AANN), wherein (b) comprises: inputting a frame value of the extracted feature vector to the AANN; extracting output values of a hidden layer of the AANN; calculating an average of the extracted output values of the hidden layer or calculating a maximum value among the extracted output values of the hidden layer; and generating the transformed feature vector using the average of or the maximum value among the extracted output values.