ABNORMALITY DIAGNOSING MODEL CONSTRUCTION METHOD, ABNORMALITY DIAGNOSING METHOD, ABNORMALITY DIAGNOSING MODEL CONSTRUCTION DEVICE, AND ABNORMALITY DIAGNOSING DEVICE

A construction method of an abnormality diagnosis model includes: a first regression model creation step of creating a first regression model that sets a regression coefficient regarding an explanatory variable with a small influence on a response variable to zero by using all operational data; an explanatory variable candidate determination step of dividing the operational data into a plurality of segments determined in advance and determining an explanatory variable candidate for each of the segments within a range of the explanatory variable used in the first regression model; and a second regression model creation step of creating a second regression model that sets the regression coefficient regarding the explanatory variable candidate with the small influence on the response variable to zero by using the operational data included in the segment.