1. A data processing apparatus comprising: processing means including a first recurrent neural network for applying a predetermined nonlinear function to data inputted from an input terminal, said processing means receiving first data constituted by time-series data and second data constituted by time-series data at said input terminal of said first recurrent neural network to execute the processing; generating means including a second recurrent neural network for generating said second data by applying a predetermined nonlinear function to data inputted from an input terminal; and computing means for executing computation on said second data and third data generated by error back propagation by said first recurrent neural network to generate fourth data.