Toolbox for Reconstructed Phase Space used in my Thesis. This is part of the semi-supervised pattern recognition algorithm I developed to identify extreme (temporal pattern ) cold events in natural gas data. Phase space reconstruction allows me to perform a low-dimensional embedding of the natural gas data. By transforming the time series data into it's phase space, I was able to recreate the underlying dynamics. A clustering algorithm is then applied to cluster events by its dynamics in the phase space.
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Toolbox for Reconstructed Phase Space used in my Thesis
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