An information processing device (2) functions as a neural network (10) on the basis of time-series data (D1). The information processing device is provided with a storage unit (21) and an arithmetic processing unit (20). The storage unit stores an input variable (x[t]) for each order in the time-series data and a parameter group (W1-W3) for functioning as a neural network. The arithmetic processing unit performs a conversion based on the parameter group, calculates an intermediate variable (h[t]) on the basis of an input variable of each order, and calculates an output variable (y[t]) on the basis of the calculated intermediate variable. When calculating an n+1’th intermediate variable, the arithmetic processing unit weights and adds together the calculation result (51) of an n’th intermediate variable and the conversion result (50) of the n’th intermediate variable and an n+1’th input variable that are converted on the basis of the parameter group and calculates the n+1’th intermediate variable.