1. A prognostic and health management method for monitoring an aging system, including a component of said system, said method useful for determining whether or not a detected anomaly is due to natural aging or other aging processes, said method based on the combination of conventional data-driven methods and a moving window data-driven, and including the steps of: detecting the anomalies of said system, or component of said system based on the monitored parameters of the systems; identifying whether detected anomalies are due to natural aging or other aging processes or causes; and, wherein said detecting and identifying steps are performed with the aid of a computer.