1. A method for monitoring the operation of a device, wherein measurement sensors are positioned on the device and/or in close proximity to the device to measure parameters of the device while the device is in operation, measurements of at least one of the sensors making it possible to determine at least one health indicator Ind i , each health indicator Ind i being associated with a detection threshold Sd i , the method comprising: during a preliminary step, distributing the health indicators Ind i of the device in at least one indicator group G and applying an algorithm g to the health indicators Ind i of an indicator group G in order to determine a characteristic operating point Pf of the device for the indicator group G; during a training step when the device is considered healthy, operating the device during a training period, measuring the parameters of the device using the sensors while the device is operating during the training period, using the measurements of the sensors to determine training health indicators of the indicator group G, determining training operating points of the device by applying the algorithm g to the training health indicators, and determining a healthy-state model Mr for the device using the training operating points, a belonging function f indicating whether a characteristic operating point Pf of the device belongs to the healthy-state model Mr representing the device in a healthy state for the indicator group G using the training operating points, and an alarm threshold Sa associated with the belonging function f based on the training operating points; during a step of taking account of the detection thresholds Sd i , determining a transformation T of the belonging function f so as to take into account both of the alarm threshold Sa of the healthy-state model Mr and the detection thresholds Sd i of the health indicators Ind i of the group G; and during a monitoring step the following steps are performed: operating the device; measuring the parameters of the device using the sensors while the device is operating; using the measurements of the sensors to determine the health indicators Ind i of an indicator group G; determining a merged health indicator MHI by applying the transformation T to the health indicators Ind i of an indicator group G; comparing the merged health indicator MHI with the alarm threshold Sa; deducing an operating state of the device based on the comparison; and providing an alarm to an operator upon the operating state of the device being deduced from the comparison to be faulty.