All Questions
Tagged with clustering time-series
210 questions
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15
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Finding the most important daily pattern on a time series
I have multiple hourly time series measurements from different measurement points, for multiple weeks. My goal is to eventually cluster the measurement points into clusters, but to reduce ...
- 11
0
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0
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17
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Declustering impact, stationarity and discretization
I have a seasonal time series, and I am considering declustering (before any other preprocessing steps) it using runs declustering. If I observe an extremal index of 1, can I claim that my data is i.i....
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2
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0
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24
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Quantifying a Sequence of Binary Outcomes
I'm compiling a dataset on animal color patterns. Blotches flank the body of the animal (Agkistrodon contortrix) and meet along its midline (i.e., spine). At midline, the blotches can join ...
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24
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Curse of dimensionality in Time series with K-means
I have been looking at the following notebook: time series clustering
where the writer says that the dataset is affected by the "Curse of Dimensionality", so applying TimeSeriesKMeans ...
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0
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1
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51
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Problems Determining Optimal Cluster Number for Time-Series Data
I'm facing problems with determining the right number of clusters for my 2D time-series data.
I have a numerical simulation that outputs a time-series of 2D grids that represent a mass density ...
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40
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Clustering and segmented regression interrupted time series analysis
I would like to perform an interrupted time series analysis to look at the impact of the pandemic on cancer incidence using individual level data. I plan to use a negative binomial segmented ...
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51
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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 ...
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1
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48
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Clustering for a meaningful fixed effects model
I have panel data for 5 time periods and about 10,000 geographic units.
My dependent variable Share is the share of workers in a specific category, and my descriptors represent various factors that ...
- 97
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1
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47
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Comparison of time series: Cluster behaviors / detect anomalies
I am studying a dataset of time series for different users. The dataset contains records of actions (or registrations) of the users over time. I have data of a whole week for about 80,000 users.
...
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2
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1
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94
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Inconsistent cluster indices using hierarchical clustering for time series data
I am currently trying to spatially cluster data that is ordered on a grid. Each point has x and y coordinates as well as a measurement value. These features come from a time series where I analyze ...
- 167
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0
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89
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Silhouette Score for ordered clusters
My clusters are arranged according to a time series, and I want to compute the silhouette score for the clustering performed, considering that they follow an order. Therefore the nearest cluster to ...
- 101
1
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73
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Methods describe the temporal consistency of kernel density data
I am working on a spatial time series analysis project. The task is to study the spatial distribution of point features (e.g., crime events, traffic accidents) over time. I aim to find the places with ...
- 107
1
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17
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truncated Functional data analysis + identify subgroups?
I have intensive longitudinal data about heartbeat rates, movement activity measured by actiwatch, respiration rates etc... collected from about 100 patients at a terminal care.
For each patient, data ...
- 21
2
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2
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1k
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Time series clustering on large data
I am trying to do K-means clustering on my data which has time series length of 3700 and for (latitude,longitude) points of around 6000 in length. However, timeseries clustering using tslearn package ...
1
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1
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604
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Comparing clustering methods based on internal Cluster Validity Indices
I have used the R package dtwclust to generate clusters for more than a thousand time-series objects.Since I did not have any prior information on the number or validity of clusters, I used a suite of ...
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1
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108
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Time Series clustering: clustering a dictionary of time series
I'm working on classifying times series to find clear pattern of use. My data is collected from clients of a telecom company, and we want to detect pattern of the amount of data consumed by clients ...
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1
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112
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Time Series clustering: Changing warping window for Dynamic time warping
I'm working on the same type of data and i want to classify the times series to find clear pattern of use. My data is collected from clients of a telecom company, and we want to detect pattern of the ...
1
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1
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346
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Clustering Data with Time and ~10 million records
I have a dataset with features like product categories, their dimensions, price, units sold on a given day.
I want to create clusters out of this dataset (~12-15 million records) and I am using data ...
0
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279
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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 ...
- 221
1
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0
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21
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Visualizing and clustering user activity within tool ecosystem
I have a large amount of telemetry for a population of users using a tool suite. In many cases, users are working on a number of different tasks over the course of a day, and hopping back and forth ...
- 111
1
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0
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122
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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 ...
- 11
0
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1
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23
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Method for identifying surges in multi-year inbound 911 call data
I have a dataset which consists of calls placed to 911 occurring over a period of 13 years. The annual total calls has increased significantly over time, starting at around 200000 per year, and then ...
3
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2
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591
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Models for describing cluster change over time
Suppose I have a set of observations encoded as a matrix $X$ whose entries $X_{it} \in \mathcal{C} $ correspond to cluster labels of experimental unit $i$ with repeated measures at time $t$, where $\...
- 2,540
1
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1
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823
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Cluster on variable-length time series
I have a series like this:
list_1 = [5,3,6,7,8,9,0,5,5,2,4,66,7]
list_2 = [6,39,6,4,7]
I would like to know Is all list_2 or subsequence ...
2
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1
answer
551
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PCA to select few stocks to mimic and index
I am looking for a way to select a subset of stocks which returns can approximately mimick the return of an 'index' they corresponds to.
These are all self created factor portfolios, and not traded ...
1
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1
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721
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How to cluster univariate time series
I have different univariate time series and the goal is to detect outliers automatically. Therefore I used different algorithms for different time series. But the first step would be to detect ...
- 113
0
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1
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67
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Clustering methods for regional temporal clusters
I have observations of individuals over time, where they either experience -1, +1 or mostly 0, like so.
...
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0
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1
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73
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Clustering points in time series
I have time-series data - Temperature Vs Time.
The temperature raises during regular intervals and stays high for some time before returning to a normal value as shown below.
I would like to identify ...
- 103
2
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1
answer
1k
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K-Means Clustering of time series in R
I want to create a cluster of K-Means of time series with R but I don't know where to start.
Could you recommend some articles or tutorial?
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5
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1
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102
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Definition and Taxonomy of Seasonal Time Series
I want to
categorize a large number of time series into non-seasonal and seasonal
divide the seasonal ones into a small number of subgroups by type of seasonality
Are there any formal definitions/...
- 38.3k
0
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1
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727
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Applications of Dynamic Time Warping (Time Series) [closed]
Recently, I came across this algorithm called "Dynamic Time Warp" (e.g. https://cran.r-project.org/web/packages/dtw/vignettes/dtw.pdf).
Although this algorithm looks quite involved and ...
0
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1
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74
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Assigning Thousands of Time Series to Two Similar Groups
I have thousands of time series that I wish to assign to one of two groups such that these two groups, in the aggregate, are as 'similar' as possible (maximising the coefficient of correlation between ...
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2
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1
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793
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Applying Dynamic Time Warping (DTW) instead of Euclidean Distance for Clustering Synchronized Time series data
I am trying to cluster members based on hourly login data. As this is mostly synchronized, I first applied Euclidean and it failed to cluster them into groups with sensible patterns. I tried DTW ...
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1
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1k
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Clustering time series of unequal length using DBSCAN and DTW
I'm working on a dataset of all visits generated by email campaigns that were sent in 2020, and the goal is to develop a clustering model that groups similar campaigns (trend line similarity) together ...
- 135
0
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0
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46
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Distance from centroid infinite in time series clustering (K-Shape)
I am trying to do time series clustering with R library dtwclust, and more specifically the k-Shape algorithm. I have almost 100,000 time series with 28 time points ...
- 1,136
1
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0
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28
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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 ...
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30
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How meaningful are the results when you difference the time series dataset before clustering?
On a certain task where I need to perform K-Means Time Series Clustering with DTW algorithm, I would like to know how credible the results are when performing clustering on the original vs a dataset ...
- 101
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0
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302
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Cross correlation of time series in a cluster
I have 15000 time series each of length 288 (corresponding to a sample taken every 5 minutes during a single day), and I want to group these time series by how similar they are based on shape and y-...
- 803
2
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0
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46
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Detect distinct populations in irregular time series
I have two distinct classes, A and B both with property X. At irregular intervals I receive a measurement of X, without knowledge of whether it is a measurement from A or B. The true value of X for A ...
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1
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120
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How should I do clustering when I have a mix of single-element and time series features?
I'm trying to cluster together different short audio files based on the zero-crossing rate (an integer) and the energy, spectral centroid, and spectral bandwidth (time-variant values). I've decided ...
- 155
1
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0
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32
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Need help specifying my problem: time series segmentation with clustering?
I can't get any further with my segmentation/clustering/classification problem and need help in choosing the right tools, or rather in leading me to the right problem definition.
I have a single long ...
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1
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1
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118
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Detect spans of consecutive values with average over certain limit [closed]
I have weekly data for volume of product ordered by any customer. I want to identify the longest span of consecutive weeks such that the average of that span is >= 33,000 (approximate; up to -2000 ...
- 121
2
votes
1
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360
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Discovering peaks/patterns in time-series and clustering them
I have a dataset which contains minute level sensor measurements. Sample is shown here:
To me useful information are these peaks in time series, mostly their peak and duration. My idea is to take out ...
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1
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0
answers
304
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ARCH coefficient in GARCH models
Is anyone knows to interpret ARCH Coefficient in GARCH Models ? I tried to find what is ARCH Coefficient means. Some says it's for detecting Spillover effect, Some says Volatility Clustering or ...
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1
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0
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457
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Best practice/Ideas for clustering Event Sequence Embeddings?
My dataset consist of around 40 000 samples of event sequences.
Sample of data
[[Event 1, Event 2, Event 4, Event 5],
[Event 1, Event 3, Event 4],
[...]]
I ...
- 171
1
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1
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32
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Cluster before or after de-trend the data for time series data
I am working with a non-stationary time series finance data set. I would like to perform a clustering method on the data. My questions are, Do I need to de-trend the data first and then cluster it, or ...
- 1,680
6
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1
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4k
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How to cluster non-aligned time-series with different length?
I am trying to cluster dozens of time-series sampled every 30min, and which cover the period mid2016 - mid2020. Most of them have very nice "patterns", others may have missing values for a ...
- 359
3
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2
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133
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Categorizing river discharge data
I'm struggling with figuring out the best way to break up my river discharge data in a way that I can use it as a factor for further analysis. I'm currently manipulating the data in R but plan to pull ...
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1
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0
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3k
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Silhouette Score not robust when clustering time series with tslearn
I have 40 univariate Time series which I am clustering with tslearn.
To determine a reasonable amount of clusters, I use the silhouette coefficient. However, I noticed that it is extremely unrobust, ...
- 341
2
votes
1
answer
176
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K-Means on Time Series but each timestep is considered an individual point
As stated in the question, I have a doubt about the possibility that K-Means would work if we apply it on one time series where each timestep is considered an individual data point. Please allow me to ...
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