To make accurately predictable the future trend of time series waveform changing unsteadily.

A method of predicting a time series waveform includes steps of extracting a cluster 52f one prior to a prediction start time tc from a plurality of clusters 52, generated based on time series information 51 of power consumption at a predetermined time (t0 to tp) one prior to from the prediction starting time tc; identifying the cluster 53 appearing next of the extracted cluster 52f based on a past result; accurately identifying the cluster at the prediction starting time tc, based on a probabilistic statistical basis at the prediction starting time tc, by setting the identified cluster to the cluster at the prediction starting time tc; and thereby making accurately predictable the change in the cluster subsequent to the prediction start time tc.