Prediction device, prediction method, and prediction program

A prediction device comprising:

• model generation circuitry that generates a base model of a prediction model configured to predict a future value using information on a future event;
• prediction error calculation circuitry that acquires a real-time observation value and calculates a prediction error between the real-time observation value and a prediction value by the prediction model;
• difference error calculation circuitry that acquires the real-time observation value and calculates a difference error between the real-time observation value and a prediction value by the prediction model;
• update weight learning circuitry that acquires the prediction error and the difference error and updates an update weight to minimize a total error between the prediction value and the real-time observation value at a plurality of past times;
• and
• model update circuitry that reads out the latest update weight from the update weight learning circuitry and updates a model parameter of the prediction model using the latest update weight and at least one of the prediction error and the difference error at a plurality of past times.