1. A forecasting apparatus for predicting future events by using previously accumulated historical data, said forecasting apparatus comprising: a forecast processing data configuring section for configuring a data matrix including the previously accumulated historical data and unknown forecast data, the data matrix having the unknown forecast data as missing elements; and a forecast processing section for estimating values of the missing elements representative of the unknown forecast data by performing singular value decomposition of the data matrix configured by the forecast processing data configuring section, and then outputting the forecast data thus calculated.