[Object] An object is to provide a training method of improving training of a recurrent neural network (RNN) using time-sequential data.[Solution] The training method includes a step 220 of initializing the RNN, and a training step 226 of training the RNN by designating a certain vector as a start position and optimizing various parameters to minimize error function. The training step 226 includes: an updating step 250 of updating RNN parameters through Truncated BPTT using consecutive N (N≥3) vectors having a designated vector as a start point and using a reference value of a tail vector as a correct label; and a first repetition step 240 of repeating the process of executing the training step by newly designating a vector at a position satisfying a prescribed relation with the tail of N vectors used at the updating step until an end condition is satisfied. The vector at a position satisfying the prescribed relation is positioned at least two vectors behind the designated vector.