1. A time-series data prediction device, including a computer processing unit, for predicting power demand by calculating a predicted value of an observation value based on time-series data of an observation value, comprising: an acquisition unit that acquires a plurality of observation values from an energy demand notification device that continue at predetermined time intervals, as a prediction data, from time-series data of an observation value of a predetermined observation target and that acquires the plurality of observation values that continue at the predetermined time intervals, as a test data, from the time-series data excluding the prediction data and that acquires a training data from the time-series data excluding the prediction data and the test data, wherein the energy demand notification device acquires the plurality of observation values of energy demand from a sensor attached to a power distribution board; a prediction model generation unit that generates a prediction model to calculate time-series data, which is an observation value predicted based on the given time-series data, using the training data; a prediction unit that calculates a predicted value of an observation value using the prediction model generated by the prediction model generation unit and the prediction data acquired by the acquisition unit; a storage unit that stores a prediction model used in the past; and an evaluation unit that evaluates a prediction accuracy of the prediction model generated by the prediction model generation unit using the test data, wherein: the evaluation unit compares at least a predicted value calculated by the prediction model acquired from the storage unit, a predicted value calculated by the prediction model generated by the prediction model generation unit, and a predicted value calculated by an average use prediction model to acquire a predicted value based on an average of time-series data of a predetermined period, using the test data, the evaluation unit sets a clustering flag and an average flag to off and a prediction model rewrite flag to on when a no-cluster prediction model is selected, the prediction model rewrite flag and the clustering flag to on and the average flag to off when a cluster-specific prediction model is selected, the prediction model rewrite flag, the average flag, and the clustering flag to off when a previous prediction model is selected, and the average flag to on when an average use prediction model is selected, and the prediction unit calculates a predicted value of an observation value using a prediction model having a best result of the comparison of the evaluation unit and the prediction data acquired by the acquisition unit.