Markov Models and Predictive Analytics with Cats

I have been teaching courses on data mining for over 10 years. One of my favorite lectures focuses on the use of Markov Models for predictive analytics. I enjoy giving this lecture because it always triggers interesting reactions from my students. Since the lecture can be used to demonstrate advanced concepts (like Bayesian inference and probabilistic reasoning) as well as basic concepts (like conditional probability and statistical dependence), I use the lecture both in my graduate course and in my freshman class. I start the lecture by telling the students that I will show them how to predict the future with a cat.