Well , The scientist is kidnapping woman and implementing memories or triggers into them to think of his dead daughter . Remember the library part , where you get captured by electrical wires . Well , there would be a few seconds of a car screeching . Apparently , the scientist had a crash accident and perhaps his daughter died . As he is a scientist he had gone mad and tried to find a way to bring back his daughter .
The bear is actually the earlier experiments and the current character Haruka , that's what the dev calls her is the newest experiment but she seemed to be a failure too .
So technically the earlier experiments grouped up together possessed a teddy bear to save her Done XD