The present technique relates to an information processing device, an information processing method, a recording medium, and a program capable of extracting the structure of time series data. An acquisition unit acquires time series data, a conversion unit converts the obtained time series data into an RAR model, and a prediction unit predicts the future of an event that is currently in progress using the RAR model. The present technique can be applied when predicting the future of a phenomenon that changes with time such as weather, earthquake, natural environment, human health, and economy from time series data.