The present invention provides a system for analyzing a time series signal by a method of Chaos Theory and calculating a chaos theoretical exponent value.It is a chaos theoretical exponent value calculation system comprising: a means for receiving an input of predetermined parameters, a means for reading a time series signal, a means for cutting out from the read time series signal a time series signal for each processing unit x=x(i), a means for calculating a chaos theoretical exponent value of the read time series signal, and a means for outputting a chaos theoretical exponent value of the calculated time series signal, wherein the means for calculating a chaos theoretical exponent value comprises: a means for calculating a chaos theoretical exponent value for a sampling time in a time series signal of the cut-out processing unit x=x(i), and a means for calculating, based on the chaos theoretical exponent value for the sampling time, a chaos theoretical exponent value of a time series signal for a predetermined time.