# Tagged Questions

29 views

### Testing the hypothesis on clustering

I have a number of samples. For each, there is a time course of multivariate data defined, with $t$ timepoints ($t < 50$) and $n$ variables ($n > 100$). We have noted that the time courses of a ...
23 views

### breakpoint analyses on multiple series: how to detect common points

I have 20 time series that span the same period (100 days each), from 4 species sampled at 5 different location. I made a loop to perform a breakpoint analysis on all of them, resulting in 0 to 3 ...
20 views

### Searching for time series inside another time series

I have a time series "A" and another one "B". I would like to find occurrences of "B" inside "A". Typically, "A" is much bigger (magnitude: millions of points) than "B" (magnitude: hundreds of points) ...
64 views

### Time Series Data Mining Library?

Can anyone recommend a library for time series data mining tasks other than predictive modeling and statistical analysis? There seem to be a number for these purposes (e.g., Gretl), but nothing for ...
35 views

### Reducing high dimensionality as well as feature selection on multivariate time series

Lately I've been reading a lot about time series clustering as I want to search for similar patterns in my own data set. Even though I feel like I understand the basic concepts of this task I still ...
41 views

### Which clustering technique to use for a temporal dataset?

I have seen a similar question but thought I'd ask my own to hopefully garner some usefull feedback. Basically, I have a large temporal dataset, consisting of domestic smart energy meter use ...
43 views

### Cluster analysis on time series samples

In the follow-up to this Ways to understand 2-dimensional time-series data I'm working on 2D time series data where two attributes are depth and temperature. When I plotted depth-vs-temp curve and ...
74 views

### Computing a distance matrix between multiple multivariate time series

This question has also been asked on stackoverflow.com. Yet my aim is to ask for efficiency gains on the aforementioned platform. My aim here is the correctness of my approach. I am trying to cluster ...
35 views

### Clustering of accelerometer events

Refer to the images below. I have an accelerometer attached to a door that logs events everytime someone opens and closes a door. I'm attempting to predict the individual who opened or closed the ...
33 views

### Methods for temporal patterns extraction

For example a video or series of images, or usage patterns data on a website, or a univariate time series, is there some flexible methods for extracting patterns of any length, such as head ...
27 views

### How to compare different distance measures in time-series clustering?

My aim is to cluster 126 time-series concerning 26 weeks (so each time-series has 26 observation) by partitioning around medoids. Before clustering I wanted to compare which distance measure is the ...
56 views

### How to compare two different clustering approaches?

I'm making a project connected with identifying the dynamics of sales. My database concerns 26 weeks (so equally in 26 time-series observations) after launching the product, 126 time-series=126 ...
40 views

### Which steps have to be done before fitting logistic curve to time-series?

I want to cluster time-series concerning sales of products. In the database I have 26weeks after launching each products and units sold each week. One of the method of clustering is to cluster ...
190 views

### Special method for forecasting on time-series clusters in R?

I'm doing a project related to identifying sales dynamics. My database contains 26 weeks after launching the product (so 26 time-series observations equally spaced in time). I used two methods ...
54 views

### Modeling techniques for dichotomous data

I have dichotomous data where some of my independent variables are categorical, some are continuous and some are binary (0/1). My dependent is a binary response (Fail/NoFail, 0/1). The data is some ...
60 views

### Clustering time-shifted sales time-series

I need to perform clustering and classification of time series of weekly sales of different products. My data are weekly sales of different products in differest areas (stores). The challenges on this ...
101 views

### Principles of Time Series Clustering

I would like to understand complexity of time series clustering. Clustering is similarity based, so as a basic step we evaluate distance between to points in a multidimensional space. In time series, ...
36 views

### Pooled time series

Can somebody tell me what are and how to do pooled time series? and in what way it can help me to build forecast models from clusters of time series? Maharaj and Brett do this in their article ...
613 views

### Differences between clustering and segmentation

I have read about piecewise aggregate approximation (PAA) mining time series data, sliding window, top down and bottom up approaches for time series segmentation but these are applicable to single ...
73 views

### How to filter only positive correlations on R? [closed]

Is it possible to filter only positive correlations on R? The point is to make clusters of time series using the correlation as a distance measure, but without clustering the series that have ...
131 views

### How to forecast time series from clusters?

I have a set of 1200 time series for which I need to build a forecasting model. Since it is too time consuming to build a model for each series, I separated the series into clusters and what I want to ...
244 views

### Detecting statistically significant clustering of continuous values

I'm working with biological sequence data where each position in the sequence has an associated continuous value. I'm ignoring the sequence content so the data is very similar to a time series with ...
424 views

### How to cluster time series?

I have a question about cluster analysis. There are 3000 companies, which have to be clustered according to their power usage over 5 years. Each company has values for every hour during 5 years. I ...
42 views

### Univariate clustering for longitudinal cohort

We have screening information on thousands of patients followed for several years. We also have their cancer outcomes, whether or not such cancers were identified by screening or were otherwise ...
93 views

### Clustering of count data

I am currently trying to find clusters in a data set that looks like this: ...
135 views

### Separate time series data into two trends

I have a time series data-set that contains two separate trends(one trends has relatively lower values/ the other has higher values).If you plot it in excel, it will be very clear to see those two ...
195 views

### Time Series Similarity : Differing Lengths with R

I am experimenting with creating a distance matrix between time series for clustering and similarity searching. The main reference I am using is for the Similarity procedure in SAS (Paper). I would ...
42 views

### How to cluster temporal trajectories of various social network statistics

I have social network data for 100 open source repositories. The data consists of 12 snapshots (1 for every month of a year) of the networks for several repositories. Out of this I want to extract ...
198 views

### How to generate the most common clickstream sequence

I have logs with the following information: date-time username view action action_data These logs are generated from a web-application which consists of several views where the users can perform a ...
293 views

### Clustering time series

I want to create forecasting for a large quantity of time series. Since they are too many, I am thinking on reducing my data by clustering it into to similar groups. However, I am using SPSS modeler ...
610 views

### Clustering of time series

I have a set of almost 1600 time series on 2 years which I want to group into clusters. Do you think this is possible using k-means? Which method do you advice me to use? Is this possible at all using ...
408 views

### Clustering time series with wavelets in R

Can discrete wavelet trasform be used for feature extraction from time series in order to cluster them? Any R code how to do this will be appreciated.
250 views

### Clustering & Time Series

I have a multivariate dataset that changes over time. I have extracted (and normalised) some features and used k-means to generate clusters over the entire span of the dataset. Now I want to see ...
615 views

### Univariate clustering of time series

I just want to know if its possible to cluster an univariate time series, in order , say, to detect anomalies? and do you have any online version for denstream code, in Matlab? here is the time ...
342 views

### Clustering time series based on correlation

I want to cluster a set of time series regarding their pairwise correlation. If I normalize the series by subtracting their average value and then scaling to a standard deviation of one, the ...
134 views

### Characterizing the inter-arrival time of software threads

For a multi-threaded application, I want to identify the nature of the application based on the arrival times of each thread. Example(Are thread launch spaced regularly, are they bursty in nature or ...
390 views

### How to do time series ( longitudinal) clustering based entirely on Shape of the curves?

I have a longitudinal (panel) dataset for investment growth for 120 countries covering the time from 1960-2008. Essentially it's viewed as 120 time series. What I am interested in is to group ...
1k views

### Time series and anomaly detection

I would like to setup up an algorithm for detecting an anomaly in time series, and I plan to use clustering for that. Why should I use a distance matrix for clustering and not the raw time series ...
254 views

### Assigning new observations into existing clusters made from a distance matrix

I am building a classification model (binary outcome) and would like to include an external cluster membership code as a predictor. For training the model, this is straight forward. When "scoring" new ...
397 views

### Clustering short time series

I would like to classify a relatively large set (over 9000) of short times series. The length of each sequence varies, but I would say about 80 % has between 2 and 9 observations. While I could use a ...
375 views

### Shape detection for time series data

I have a large collection of time series - measurements taken every 15 minutes (96 measurements in a day) over the span of 1 year at various different locations. I've broken up each time series into ...
143 views

### Use of autoregressive metric for ARIMA clustering and analysis

I wonder if anyone has put into use the autoregressive metric for ARIMA clustering proposed by Corduas and Piccolo (2008). The authors define the distance autoregressive metric between two processes ...
2k views

### Can someone please explain dynamic time warping for determining time series similarity?

I am trying to grasp the dynamic time warping measure for comparing time series together. I have three time series datasets like this: ...
99 views

### How to “uncluster” a set of financial data?

I am attempting to evaluate and compare the profit factor of different "test runs" of a FOREX trading strategy. My problem is that, despite an average time between orders of 2hr+, some of these runs ...
159 views

### How do I do temporal correlations of matrices?

I have a some data like the following explaining the presence of a relation between various entities (A,B,C,...) in my system at time ...
1k views

### Time series clustering

I have many time series in this format 1 column in which I have date (d/m/yr) format and many columns that represent different time series like here: ...
207 views

### Merging spatial and temporal clusters

I've items that have a geo-spatial position and a temporal origin. For both dimensions, I build clusters so far. I'm now in search of a way to merge this different clusters forming spatio-temporal ...
354 views

### A measure to describe the distribution of a dendrogram

Could anyone suggest some statistical measures to describe the distribution of a dendrogram? If I have two dendrograms, how could can I quantify their structural differences?