All Questions
Tagged with clustering time-series
210 questions
2
votes
0
answers
298
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 $...
- 93
19
votes
3
answers
19k
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:
...
- 4,552
0
votes
1
answer
159
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 ...
- 221
4
votes
1
answer
639
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 ...
- 4,552
11
votes
1
answer
5k
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:
...
- 111
7
votes
1
answer
392
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 ...
- 171
7
votes
1
answer
616
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?
- 2,389
59
votes
3
answers
29k
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 ...
- 4,997
44
votes
5
answers
24k
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 ...
- 635
1
vote
1
answer
144
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 ...
- 1,705