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Identifying states (or clusters) in multivariate mixed-type time series

I have multivariate time series with mixed data types, which includes continuous variables, binary variables, and variables with bimodal distributions. I need to identify distinct states or epochs in ...
graavit's user avatar
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0 answers
279 views

clustering approach to identify temporal "states" within time-series in R

I am working on a problem where I have a multiple time series, each with a size of a 100 steps, each being described by a 8 variables variables. I want to identify "states" within each time ...
Myriad's user avatar
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1 vote
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122 views

Cluster analysis of time series data with a few points in time

I have asked the question here before but have not been able to resolve it. I have data from 150 participants who were asked about their emotional state at 3 points in time. There are 28 different ...
user52112's user avatar
1 vote
0 answers
28 views

Standarizing over variates on multivariate time series

I want to run a clustering algorithm (means with multidimensional euclidean distance) on multivariate time series. Each variate of the time series has different units so it needs to be normalized. I ...
epalto's user avatar
  • 33
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0 answers
489 views

finding the most correlated features in a multivariate time series

Assume I have a multivariate time series with 4 features where feature 1 is the most important one for me but at the same time I am suspecting maybe there is at least one more feature (another column ...
user59419's user avatar
  • 281
0 votes
1 answer
1k views

Multivariate time series clustering in R

At the moment I have two matrices in R which both hold a number of products and their time series based on 2 variables(Sales and Inventory) There are 4000 products per set and all time series have t-...
R.Krouw's user avatar
11 votes
2 answers
5k views

Multivariate time series clustering

I am collecting a group of multivariate time sequences. For example, there are 2000 time series. Each time series is of 12 dimensions. Are there any systematic models/algorithms that can cluster ...
user3269's user avatar
  • 5,272
1 vote
0 answers
284 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 ...
BenR's user avatar
  • 35
11 votes
4 answers
7k 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 ...
Srishti M's user avatar
  • 1,425
19 votes
2 answers
1k 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 ...
slotishtype's user avatar