A prediction device includes an observation unit configured to obtain an observation value of a target object, a learning unit configured to learn a transition probability and a probability distribution of a model, including the transition probability between a plurality of states and the probability distribution of the observation value which corresponds to each state, from time series data of the observation value, a prediction unit configured to predict a state at a predetermined time based on the transition probability and to predict an observation value corresponding to the state at the predetermined time based on the probability distribution using the time series data of the observation value before the predetermined time.
Please help me write a proper abstract based on the patent claims. CLAIM: 1. A prediction device comprising: an observation unit configured to acquire an observation value of an observation target object; a learning unit configured to learn a transition probability and a probability distribution of a model from time series data of the observation value, wherein the model represents states of the observation target object and includes the transition probability between a plurality of states and the probability distribution of the observation value which corresponds to each state; and a prediction unit, using the time series data of the observation value before a predetermined time, configured to predict a state at the predetermined time based on the transition probability and to predict an observation value corresponding to the state at the predetermined time based on the probability distribution. 2. The prediction device according to claim 1, wherein the prediction unit is configured to obtain the state at the predetermined time and a plurality of sampling values of the observation value corresponding to the state, and set an average value of the plurality of sampling values to a prediction value of the observation value. 3. The prediction device according to claim 1, wherein the observation value includes a position and a speed of the observation target object, and the prediction unit is configured to perform the prediction using the probability distribution of the position of the observation target object. 4. The prediction device according to claim 1, wherein the model is a hierarchical Dirichlet process-hidden Markov model and the learning unit is configured to perform learning by Gibbs sampling. 5. A prediction method which predicts an observation value using a model, wherein the model represents states of an observation target object and includes a transition probability between a plurality of states and a probability distribution of an observation value which corresponds to each state, the prediction method comprising: obtaining an observation value of the observation target object; learning the transition probability and the probability distribution of the model from time series data of the observation value; and predicting, using the time series data of the observation value before a predetermined time, a state at the predetermined time based on the transition probability and to predict an observation value corresponding to the state at the predetermined time based on the probability distribution. 6. The prediction method according to claim 5, wherein the predicting comprises obtaining the state at the predetermined time and a plurality of sampling values of the observation value corresponding to the state, and setting an average value of the plurality of sampling values to a prediction value of the observation value. 7. The prediction method according to claim 5, wherein the observation value includes a position and a speed of the observation target object, and the predicting comprises performing the prediction using the probability distribution of the position of the observation target object. 8. The prediction method according to claim 5, wherein the model is a hierarchical Dirichlet process-hidden Markov model, and the learning comprises performing learning by Gibbs sampling.