Predicting a malfunction of a component of a unit includes providing a transition matrix of a parameter of the component, wherein the transition matrix includes for a number of discrete value states of the parameter probabilities to switch from one discrete value state to another within a certain time period; providing the conditional probability distribution for the malfunction given the discrete value states; providing a current discrete value state of the parameter; determining a conditional probability distribution of the discrete value states given the current discrete value state for a future point in time based on the current discrete value state and on the transition matrix by use of a Markov chain; and determining a probability for the malfunction for the future point in time based on the conditional probability distribution of the discrete value states for the future point in time and the conditional probability distribution for the malfunction.