PROBLEM TO BE SOLVED: To detect recovery of abnormality of time series data quickly.SOLUTION: The time series data analysis method for analyzing time series data from an object to be monitored and controlled by a successive trajectory parallel measurement method is configured to embed the time series data into a n-dimensional state space, and calculate a data vector selected from the embedded time series data and a tangential direction of the trajectory of the embedded time series data in the vicinity vector of the data vector. Then parallel degree between the tangential direction of the trajectory on the data vector and the tangential direction of the trajectory on the vicinity vector is calculated, and the time series data is analyzed by using any one of a differential value (index 1) for every predetermined time of the calculated parallel degree, an increase amount (index 2) for every predetermined time of the calculated parallel degree, and an accumulated value (index 3) of the increase amount for every predetermined time of the calculated parallel degree, as an index.
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