1. A prediction parameter analysis apparatus comprising: a windowing part configured to generate a short time input signal by subjecting an input signal or a signal derived from the input signal to windowing; a component removal part configured to remove an unnecessary component from the short time input signal to generate a modified short time input signal; an autocorrelation coefficient computation part configured to compute autocorrelation coefficients based on the modified short time input signal; and a prediction parameter computation part configured to compute prediction parameters based on the autocorrelation coefficients.