This could be caused by Anti Virus software, which monitor services, that is installed on the same server/pc where the Data Collector is installed.

Make sure that no Anti Virus software is running and/or make an exception for the Data Collector service in the Anti Virus Software.

You also need to exclude the folders where config and installations files is located.

Config file: C:\ProgramData\JetAdvice\Data Collector\

Program files: C:\Program Files (x86)\JetAdvice\Data Collector\

You can also setup the Recovery options on the Data Collector service if it does fail.