In this paper, we present a new method for diagnosis of stochastic discrete event system. The method is based on anomaly detection for sequences. We call the method sequence profiling (SP). SP does not require any system models and any system-specific knowledge. The only information necessary for SP is event logs from the target system. Using event logs from the system in the normal situation, N-gram models are learned, where the N-gram model is used as approximation of the system behavior. Based on the N-gram model, the diagnoser estimates what kind of faults has occurred in the system, or may conclude that no faults occurs. Effectiveness of the proposed method is demonstrated by application to diagnosis of a multi-processor system.