Turbine states and predicting the transition into failure states ahead of time is important in operation and maintenance of wind turbines. This study presents a method to monitor state transitions of a wind turbine based on the online inference on residuals. In a Bayesian framework, the state transitions are based on a hidden variable relevant for the predictor, namely the information of the current state. Given an underlying predictive model based on a student's t-distribution for the samples and a conditional prior on the state transition, it is shown that state transitions can be abstracted from generated data. Two models are presented: 1) assuming independence and 2) assuming dependence between states. In order to select the right models, machine learning is utilized to update hyperparameters on the conditional probabilities. Comparing fixed to learned hyperparameters points out the impact machine learning concepts have on the predictive performance of the presented models. In conclusion, a study on model residuals is performed to highlight the contribution to wind turbine monitoring. The presented algorithm can consistently detect the state transition under various configurations. Comparing to heuristic interpretations of the residuals, both models can qualitatively inform about the time when a state transition occurs.