An error in a demand prediction of items is reduced. A data processing apparatus for processing data on a demand for multiple items includes a model learning unit that generates a prediction model for predicting the demand for the multiple items, and a demand prediction unit that predicts the demand for the multiple items by using the prediction model. The model learning unit inputs actual data of the demand for each item to a first neural network of each item, extracts a feature quantity of each item, and combines the feature quantity of each item to generate a second neural network that is a prediction model.