Analysis device

A method, implemented by processing circuitry of an analysis device that inputs observation data related to an observation target and outputs estimated observation data, the method comprising:

• inputting the observation data which is data obtained from mobile phone operation data that provides a distribution of people at a certain time, wherein the observation data is repeatedly input after a predetermined unit of time elapses;
• generating first sequence data by applying a first conversion to the observation data;
• obtaining a current state variable by performing state estimation using a Kalman filter based on a state variable, the state variable being generated for the first sequence data, a state space model, and each element included in the first sequence data based on the state space model, the state space model being obtained by modeling a time-series variation of each element included in the first sequence data;
• generating second sequence data by applying an observation process using an observation matrix of the state space model to the current state variable;
• generating the estimated observation data by performing an elaboration process of correcting each element included in the second sequence data under a predetermined condition so that a value of each cell of the estimated observation data does not become a negative value and the number of cells having a value other than 0 included in the estimated observation data is suppressed;
• applying a second conversion that is an inverse conversion of the first conversion;
• and
• outputting the estimated observation data.