An annotation method, an annotation device, a storage medium, and an identification system are provided. In an annotation method according to an aspect of the present invention, a computer executes: a step of acquiring sensor data in which the outputs of a sensor are arrayed in time series; and a step for providing a plurality of labels to the acquired sensor data. The plurality of labels include a first label and a second label, wherein the first label is provided to a first time segment, and the second label is provided to a second time segment that comes after the first time segment in the time series. In addition, the first time segment and the second time segment are set to have an overlapping segment in which the first time segment and the second time segment partially overlap each other in the time series.