A data processing system calculates prediction or planning data of an object from observation data of a calculation object of the prediction or planning data and observation data of various factors, including a first processing section which identifies a model used for calculation of the prediction or planning data of each of the factors, a second processing section which calculates data which indices the kind of a time transition of the factor from the observation data of the factor and classifies the observation data of the factor by using the calculated data which indicates the kind of the time transition, and a third processing section which changes the model for calculation of the prediction or planning data on the basis of the classified observation data and the prediction data of the factor in a prediction or planning data calculation object time period and calculates the prediction or planning data.