1. An information processing device comprising a model learning means that carries out learning for self-organization of internal states of a state transition prediction model which is a learning model having internal states, a transition model of the internal states, and an observation model where observed values are generated from the internal states, by using first time series data, a recognition means that recognizes time series data by using the state transition prediction model, and obtains a maximum likelihood sequence which is a sequence of the states generating a state transition such that a likelihood where the time series data is observed is maximized; and an action signal generation means that generates an action signal causing a predetermined state transition based on a result of an action learning where a relationship between an action signal for making an agent capable of doing an action do a predetermined action and a state transition caused by an action responding to the action signal is learned, wherein the model learning means learns the observation model of the state transition prediction model after the learning using the first time series data, by holding steady the transition model and using second time series data different from the first time series data, thereby obtaining the state transition prediction model having a first observation model where each sample value of the first time series data is observed and a second observation model where each sample value of the second time series data is observed, wherein the first time series data is a sequence of the first observed values observed from the agent, wherein the second time series data is a sequence of the second observed values observed from an object other than the agent, wherein the recognition means recognizes the second time series data by using the state transition prediction model, and obtains a maximum likelihood sequence where the second time series data is observed, as an imitation sequence to be imitated by the agent, and wherein the action signal generation means generates an action signal causing a state transition in the imitation sequence.