Data for successful coups comes from my work with Clayton Thyne. The figure compares states classified as democracies by Cheibub, Gandhi, and Vreeland to military regimes as classified by Banks.
Second, the opposite trend can be seen when we look at democratization. Even the Cold War saw countries more likely to be democracies than military regimes after 5 years. This trend has greatly strengthened since the collapse of the Soviet Union, as countries are about 5x more likely to be a democracy than a military regime when 3+ years removed from a coup. An excellent paper by Nikolay Marinov and Hein Goemans discusses some of the reasons for this trend. Clay and I also take a shot at explaining this dynamic here.
Historically oriented people will likely be skeptical when coup leaders announce their "temporary" plans, but the reality is that armies do not hold power for long periods of time. We will in fact see the military step down and will see Thailand's (albeit flawed) democracy restored. I'll leave detailed comments to people whose knowledge on Thailand is significantly beyond Alan's speech at Stu's wedding in The Hangover 2, but I will say that away from military rule is far less challenging than getting politicians, parties, and their supporters to buy into the rules of the game, whatever those rules end up being.