PROBLEM TO BE SOLVED: To solve the problem that since only one type of featured value data are acquired from one type of time series data, the time series data cannot be effectively utilized in a conventional manner.SOLUTION: A time series data analysis device 1 includes: observation data storage means 101 for storing one or more types of observation data as observation data with respect to an object; featured value data acquisition means 102 for acquiring two or more types of featured value data as the time series data of a characteristics value; state rule acquisition means 103 for acquiring a state rule by using the featured value data; action rule acquisition means 104 for acquiring an action rule by using the featured value data; and output means 105 for outputting the state rule and the action rule. Thus, it is possible to effectively utilize time series data, and to acquire a rule by acquiring two or more featured value data from one type of time series data.SELECTED DRAWING: Figure 1