The device monitors the operating condition of a system includes a data storage section for storing verified values of the serial data from the system and a forecast section producing a data vector, the parameters of which are determined by the serial data of the data storage section. The forecast section receives a forecast value of the serial data of a given future time point by means of chaos inference on the basis of the behaviour of an attractor which is generated in a reconstruction space by an embedding operation of the data vector. A monitoring section is used to compare the verified value and the forecast value of the serial data.
