A learning apparatus for learning time series data in a link model including a plurality of input time series pattern storage networks and a plurality of output time series pattern storage networks with nodes of the input time series pattern storage networks linked to nodes of the output time series pattern storage networks, includes a learning unit for updating in a self-organizing manner each of the plurality of input time series pattern storage networks and updating in a self-organizing manner each of the plurality of output time series pattern storage networks and a link relationship updating unit for updating a link relationship between each node of the output time series pattern storage network and an input winner node, and updating a link relationship between each node of the input time series pattern storage network and an output winner node.