Data analysis device, data analysis method, and program

A data analysis method for analyzing a plurality of pieces of data including one or more types of explanatory variables and one type of target variable, the data analysis method comprising:

• acquiring the plurality of pieces of data;
• calculating an explanatory variable difference and a target variable difference in a data section, the data section being a section in which ith data at a predetermined date and time among the plurality of pieces of data is used as a start point value and (i+1)th data at a date and time after the predetermined date and time is used as an end point value, the explanatory variable difference value being a difference between the start point value of the explanatory variable included in the ith data and the end point value of the explanatory variable included in the (i+1)th data, the target variable difference value being a difference between the start point value of the target variable included in the ith data and the end point value of the target variable included in the (i+1) data, where i is an integer of one or more;
• deriving a difference model indicating a relationship between the explanatory variable difference value and the target variable difference value based on a plurality of the explanatory variable difference values and a plurality of the target variable difference values;
• and
• predicting at least one of the end point value of the explanatory variable and the end point value of the target variable in the data in a future by using the difference model.