Tagged Questions

0
votes
1answer
64 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
60 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
23 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 ...
0
votes
1answer
63 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
142 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
280 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 ...
0
votes
1answer
155 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.
4
votes
0answers
130 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 ...
1
vote
3answers
326 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
202 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
118 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 ...
5
votes
2answers
214 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 ...
2
votes
2answers
443 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
128 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
292 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 ...
4
votes
1answer
238 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
104 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 ...
3
votes
3answers
1k 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
84 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
93 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 ...
7
votes
1answer
878 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
175 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
274 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?
21
votes
3answers
2k 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 ...
22
votes
5answers
4k 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 ...
1
vote
1answer
115 views

For data similar to audio, how to determine if there are 1 or 2 categories? [closed]

I have to compare pairs of audio strems as 1d time series. Looking at the aligned trajectories I need to either cluster them together or assume they arise from independent generators. I remember ...