Data prediction system and data prediction method

Provided is a data prediction system for predicting a future prediction value. The data prediction system has a data management device which manages data and a prediction operation device which models tendency of an error amount of a prediction operation result calculated on the basis of a correlation with a major explanatory variable and corrects a future prediction value. The data management device includes a storage unit which stores prediction target past measurement data observed with a time transition and explanatory factor data explaining the prediction target past measurement data. The prediction operation device includes a first prediction operation unit which performs prediction on the basis of a correlation between the prediction target past measurement data and the explanatory factor data, a second prediction operation unit which models tendency of an error of an operation result of the first prediction operation unit and performs future error amount prediction of the operation result of the first prediction operation unit, and a correction unit which corrects the operation result of the first prediction operation unit by an operation result of the second prediction operation unit.