A method of preventive detection of a fault in at least one device under surveillance of a group comprising at least two devices, the device under surveillance having at least one first parameter correlated with at least one second parameter of at least one second device in the group, said parameters representing state variables of said devices. The method includes the following steps: predicting a value of the first parameter from a measured value of the second parameter; comparing the predicted value of the first parameter and a measured value of the first parameter; and analyzing the result of the comparison effected in the comparison step to detect a potential fault. The invention also relates to a computer program, an installation, and a module for preventive detection of a fault in a device.