1. A time series data analyzer for analyzing the segments obtained from time series data, comprising: a non-transitory memory device storing a program; and a processor that executes the program, which causes the time series data analyzer to operate as: a segment condition input section, into which a shortest segment length, a longest segment length and a total number of obtained segments including the shortest segment, the longest segment and other segments are input as input items, the other segments being segments with different lengths ranging from the shortest segment length to the longest segment length or located at each time step between the shortest segment and the longest segment, an analysis condition input section, into which a minimum lag value, a maximum lag value, and intervals for setting a series of lag values between the minimum lag value and the maximum lag value are inputted as input items, an optimum analysis condition deriving section, in which each segment is analyzed based on segment conditions inputted in the segment condition input section and analysis conditions inputted in the analysis condition input section from all analysis conditions using a maximum entropy method and a nonlinear least squares method, for selecting one appropriate segment and one appropriate analysis condition from all analysis results as a selected result and deriving an optimum segment length and an optimum lag value as optimum analysis conditions in correspondence to the selected result, and an analysis execution section, in which the optimum analysis conditions derived by the optimum analysis condition deriving section are set as analysis conditions, for executing an analysis by the maximum entropy method.