1. A signal series retrieving method in an information processing system including time sequential signal input means, a time sequential signal process controller, and a storage comprising: a step of sequentially inputting time sequential signals; a step of sequentially extracting features in each predetermined period of said inputted time sequential signals; a step of converting said features sequentially extracted into a feature series corresponding to said inputted predetermined period series; a step of compressing said feature series in the direction of the time axis; a step of storing said compressed feature series in said storage; a step of sequentially extracting features from said time sequential signals to be retrieved in each predetermined period of said inputted time sequential signals; a step of sequentially comparing said features of said time sequential signals to be retrieved in each predetermined period with said stored compressed feature series; a step of storing a progress state of said comparison; and a step of retrieving a signal series matching with said progress state from said time sequential signals to be retrieved on the basis of said comparison result between said stored progress state of said comparison and said features of said time sequential signals to be retrieved in each predetermined period.