Fig. 1
(a) Schematic representation of the method for regime identification and analysis. (b) Illustration of the method with the Lorenz model, Eq. (8), showing the metastable states within the (x, z) phase space. The cloud of points (black dots) represent the “observations”, whereas the filled circles and triangles represent the centers of the HMM hidden states (vectors \(\textbf{a}_J\) in Eq. 1) for regimes 1 and 2 respectively. The size of these symbols is proportional to the stability measure \(|w_{1i}|\), see Sec. 2.2. The green line represents a fragment of the trajectory on the attractor of the deterministic Lorenz system corresponding to \(\sigma =0\).
