System monitors and methods of monitoring a system are disclosed. In one arrangement a system monitor predicts a future state of a system. A data receiving unit receives system data representing a set of one or more measurements performed on the system. A first statistical model is fitted to the system data. The first statistical model is compared to each of a plurality of dictionary entries in a database. Each dictionary entry comprises a second statistical model. The second statistical model is of the same general class as the first statistical model and obtained by fitting the second statistical model to data representing a set of one or more previous measurements performed on a system of the same type as the system being monitored and having a known subsequent state. A prediction of a future state of the system being monitored is output based on the comparison. The first statistical model and the second statistical model are each a stochastic process or approximation to a stochastic process.