The invention relates to a method and a system for monitoring a test bed for at least one component of an engine, comprising: - acquisition means (7) for acquiring at successive instants packets of time signals corresponding to measurements of endogenous and exogenous parameters specific to the assembly (11) made up of the test bed (3) and engine component (5), - processing means (9) for constructing at each instant of said successive instants and on the basis of the packets of temporal signals prior to said instant an endogenous indicator vector and an associated exogenous indicator vector, - processing means (9) for identifying a class of context for said exogenous indicator vector, and - processing means (9) for calculating by using at least one anomaly detector a probability of risk of said endogenous indicator vector conditioned by said class of context identified for said associated exogenous indicator vector so as to diagnose the state of said assembly (11) made up of the test bed and engine component.
