1. An information processing apparatus comprising: storage means for storing a node holding dynamics; input-weight-coefficient adjusting means for adjusting input-weight coefficients on a dimension-by-dimension basis, the input-weight coefficients being weight coefficients for individual dimensions of input data input to input units of the node, the input data being observed time-series data having a plurality of dimensions; and output-weight-coefficient adjusting means for adjusting output-weight coefficients on a dimension-by-dimension basis, the output-weight coefficients being weight coefficients for individual dimensions of output data having a plurality of dimensions and output from output units of the node; wherein each of the plurality of dimensions include a confidence value denoting a probability of observation of an observation signal, the confidence value provided to both the input-weight-coefficient adjusting means and output-weight-coefficient adjusting means.