To stabilize set up of a rolling mill in a high precision in quick response to a variation of a process characteristic by correcting a deviation weight coefficient for each pass, adding the corrected deviation to a calculated value of a rolling load model formula and correcting the calculated value of the rolling load model formula.

A rolling mill 1 is provided with a measured value collection means 3 to collect deformation resistance, reduction strain, etc., at the time of rolling a rolling material 2, a successive least square arithmetic means 4 to conduct least square arithmetic for a weight coefficient of a set up model based on a collected measured value and a set up arithmetic means 5 to decide a set up value of the rolling mill 1 based on an operated weight coefficient. A deviation between a calculated value and a measured value of the rolling load model formula is expressed in a form of the weight sum of a friction coefficient and deformation resistance, the weight coefficient of deviation is corrected at each pass, the corrected deviation is added to the calculated value of the rolling load model formula, the calculated value of the rolling load mode formula is corrected.