A portable real-time system monitoring device is advantageously capable of autonomously learning the normal behavior of any system and of alerting the user or taking other action when the system becomes unpredictable or otherwise undesirable. No prior knowledge about the system is needed by the device. This is because the device uses a combination of machine learning and statistical process control to autonomously develop its own model of the monitored system and then autonomously monitor the system for unexpected behavior. Therefore, without any prior analysis or model creation, it can be deployed on any system, and it can be reused on any other system after it has been reset. The advantageous device of the disclosed and claimed concept performs this function in either real time or near real-time.