0
votes
0answers
13 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 ...
0
votes
0answers
22 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 ...
0
votes
1answer
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) ...
2
votes
1answer
56 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 ...
1
vote
0answers
32 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 ...
2
votes
1answer
39 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 ...
0
votes
1answer
41 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 ...
0
votes
0answers
63 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 ...
3
votes
2answers
34 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 ...
0
votes
0answers
31 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 ...
0
votes
0answers
25 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 ...
0
votes
0answers
54 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 ...
2
votes
0answers
39 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 ...
2
votes
2answers
175 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 ...
0
votes
1answer
52 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 ...
1
vote
0answers
54 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 ...
0
votes
1answer
99 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, ...
1
vote
0answers
34 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 ...
4
votes
1answer
525 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 ...
1
vote
0answers
72 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 ...
1
vote
1answer
125 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 ...
4
votes
0answers
241 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 ...
1
vote
3answers
398 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 ...
2
votes
0answers
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 ...
3
votes
1answer
93 views

Clustering of count data

I am currently trying to find clusters in a data set that looks like this: ...
0
votes
1answer
131 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 ...
0
votes
2answers
190 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 ...
1
vote
0answers
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 ...
1
vote
1answer
193 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 ...
1
vote
1answer
281 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 ...
1
vote
1answer
595 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 ...
1
vote
2answers
380 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.
6
votes
0answers
244 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 ...
3
votes
3answers
601 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 ...
1
vote
2answers
336 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 ...
1
vote
1answer
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 ...
6
votes
2answers
384 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 ...
3
votes
2answers
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 ...
0
votes
1answer
248 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 ...
1
vote
1answer
394 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 ...
5
votes
1answer
365 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 ...
2
votes
0answers
142 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 ...
5
votes
3answers
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: ...
0
votes
1answer
98 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 ...
2
votes
1answer
156 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 ...
8
votes
1answer
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: ...
7
votes
1answer
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 ...
5
votes
1answer
346 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?
25
votes
3answers
4k views

Is it possible to do time-series clustering based on curve shape?

I have sales data for a series of outlets, and want to categorise them based on the shape of their curves over time. The data looks roughly like this (but obviously isn't random, and has some missing ...
24
votes
5answers
8k views

Time series 'clustering' in R

I have a set of time series data. Each series covers the same period, although the actual dates in each time series may not all 'line up' exactly. That is to say, if the Time series were to be read ...