Unpredictable alarm

My 1996 750iL has take to going of at unpredictable times... for example, I parked at the shopping mall and by the time I reach the entrance doors the alarm went off. I went back to check the car and relocked the doors, again, by the time I got to the doors it went off again. This happend 4 times. I'd had enough and left the mall and went home... didn't happen again. Recently it's started to do it again... Any suggestions? Thanks in advance.

Turn the key to the on position, and check all the light indicators on your dash, if one was bad it would just give an audio alarm.