1. An event analysis apparatus configured to analyze events including alarms generated in a plurality of devices and operations targeting the devices, comprising: an event log collection unit configured to collect an event log including an occurrence date and time of the event, a device identifier (ID) of the device in which the event occurs, and an event type ID of the event; an event log storage unit configured to convert the event log into an event matrix representing presence and absence of occurrence of each device event obtained by coupling the device ID and the event type ID in time series and save the event matrix; and an event analysis unit configured to calculate a conditional probability between the device events to construct a Bayesian network by dividing the event matrix into blocks, each of which has a predetermined reference time width and determining the presence and absence of the occurrence of each of the device events in each of the blocks, and decide a device event as a cause of a device event of an analysis target or a device event to be generated later using the constructed Bayesian network.