Appropriate time series modeling of complex diffusion in soft matter systems on the microsecond time scale can provide a path toward inferring transport mechanisms and predicting bulk properties characteristic of much longer time scales. In this work we apply nonparametric Bayesian time series analysis, more specifically the sticky hierarchical Dirichlet process autoregressive hidden Markov model (HDP-AR-HMM) to solute center-of-mass trajectories generated from long molecular dynamics (MD) simulations in a cross-linked inverted hexagonal phase lyotropic liquid crystal (LLC) membrane in order to automatically detect a variety of solute dynamical modes. We can better understand the mechanisms controlling these dynamical modes by grouping the states identified by the HDP-AR-HMM into clusters based on multiple metrics aimed at distinguishing solute behavior based on their fluctuations, dwell times in each state, and positions within the inhomogeneous membrane structure. We analyze predominant clusters in order to relate their dynamical parameters to physical interactions between solutes and the membrane. Along with parameters of individual states, the HDP-AR-HMM simultaneously infers a transition matrix which allows us to stochastically propagate solute behavior from all of the independent trajectories onto arbitrary length time scales while still preserving the qualitative behavior characteristic of the MD trajectories. This affords a direct connection to important macroscopic observables used to characterize performance like solute flux and selectivity. This work provides a promising way to simultaneously identify transport mechanisms in nanoporous materials and project complex diffusive behavior on long time scales. Our enhanced understanding of the diverse range of solute behavior allows us to hypothesize design changes to LLC monomers aimed toward controlling the rates of solute passage, thus improving the selective performance of LLC membranes.