Linked Questions

17
votes
5answers
22k views

Detecting changes in time series (R example)

I would like to detect changes in time series data, which usually has the same shape. So far I've worked with the changepoint package for R and the ...
4
votes
2answers
3k views

Comparing 2 time series in R

I was wondering what kind of tests one would use to compare these two time series. The first data set(in percentages) are results from a weekly survey that asks a YES/NO question on whether someone ...
6
votes
1answer
3k views

Classification on variable-length time series

I have a series of transactions like the following: [0, 2, 2, 3, 1, 0, 0, 0, 1] [1, 0, 0] [3, 3, 1, 1] I would like to classify each transaction as being part of one of two categories: class A or ...
3
votes
1answer
2k views

Hierarchical clustering, linkage methods and dynamic time warping

My goal is to cluster time series based on their DTW distance. Therefore I've calculated full distance matrices as input for several clustering algorithms. I first had a look at hierarchical methods, ...
5
votes
3answers
439 views

Similarity of time series

I try to find out the smallest window size for calculating statistical values on a stream. To illustrate my problem: I record the average car counts per brand on a street using different sliding ...
4
votes
2answers
925 views

Finding occurrences of specific patterns in time series

I have to locate occurrences of Cyllinder, Bell and Funnel patterns in univariate time series $X$ of gamma-ray sensoring. This is a specific case of the general CBF synthetic problem found in a few ...
0
votes
1answer
760 views

Neural Network - Classification from Time series

I'm a .Net programmer who is fairly new to neural networks, but I know some of the concepts. I have connected .Net to my copy of Mathematica 10 This is a classification Our business problem is ...
5
votes
2answers
562 views

Longitudinal k-means sample data

Having finished the Coursera's Machine Learning course, I would like to put the theories into practice. Thanks in advance on guiding a newbie! In particular, I am looking forward to some guidance ...
3
votes
1answer
1k views

How to compare and cluster sets of daily time series?

I have multiple dataframes each representing traffic speed for each day of the year (366 dataframes for 366 days of the year). The raws of the dataframe are timestamp from 00:00 to 23:55 at 5 minute ...
0
votes
2answers
376 views

Which clustering techniques can be used with Dynamic Time Warping (other than Hierarchical clustering)?

I have time series of cars' speed (speed observed over time for 50 different drivers driving the same car). I want to find the groups of "similar" driving styles based on these speeds. Therefore, I ...
0
votes
2answers
397 views

Conditional entropy and Spearman's correlation based lag in time series

I have two time series A, B. Both are seasonal and B primarily is A driven( other temporal causes may exist). B-Red, A- Green I want to calculate lag of red series with respect to green as clearly, ...
1
vote
1answer
356 views

Evaluating time series clustering through EM/GMM

I perform clustering of time series into k=[2,N] number of clusters by using either DTW+kmedoids or DTW+single linkage+hierarchical clustering (HC), as advised in a previous post: Dynamic Time ...
0
votes
1answer
289 views

time series based classification

I want to classify some data. Basically the data is time series in nature. The target variable is categorical. I know there are so many algorithms for predicting the time series model. However, I have ...
0
votes
1answer
101 views

Cluster daily profiles of energy consumption

I have a dataset consisting of half hourly energy consumption figures for few hundred office buildings. I currently try to build a model to cluster daily profiles into 3 groups: Daily profile for ...
7
votes
0answers
152 views

What techniques are there available for averaging misaligned multivariate time series?

I want to get an average time series for a set of multivariate (2-3 coordinates) time series. My aim is finding the usual pattern of several processes. I researched the literature a bit and I only ...

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