To make it possible to predict the future values of variables as probability distribution for various values included in the variable by providing the predicting method with a step for forming the partial prediction of future values from respective reference sequences and a step for predicting a future value as the sum of weighted partial prediction values.
After the calculation of distances in a step S44, the weight values of respective reference sequences are specified based on the distances of respective reference data sequences from a new customer data sequence in a step S45. In a step S46, the weight values calculated in the step S44 are summed over all examples in a set of reference sequences. Then a future value of a predicted value for the new customer is projected in a step S47. In order to execute the projection, the predicted values of respective reference data sequences are read out from a memory. Projection to the new customer is prepared from the predicted values of respective reference sequences multiplied by respective weight values. The projection executed in the step S47 is standardized in a step S48.