Hi

I would like to detect repetitive patterns and deviations from these repetitions. I have historical data and can calculate probabilities for the transitions between my many states. I have researched into Markov chains somewhat and feel these could present the correct means of modelling my problem.

However I am confused by this and would appreciate some simple words which I have perhaps missed in the academic literature I have read to date.

Basically if I want to calculate the probability that my current set of events is repetitive so can I simple sum the transitions through my transition matrix and the closer I am to 1 the more certain I am the pattern is repetitive? Do I even need a Markov chains or just the transition matrix?

Thanks

David