Hello In a job I have starting next week, the data will be a large set of interrelated time series (I don't want to go into details because I am not yet sure what is proprietary). There will be 19 time series for each subject, all with a lot of points (thousands) and hundreds or perhaps thousands of subjects. For each subject, the time series will have multiple and probably some quite strong, relationships.
Any references to classification (clustering, tree-based methods, discriminant analysis, functional data analysis or what-have-you) of such long time series would be welcome, preferably without TOO much math background (I had 3 semesters of calculus, but am much more interested in applications than theorems and proofs) Thanks Peter ---------------------------------------------- CLASS-L list. Instructions: http://www.classification-society.org/csna/lists.html#class-l
