you can have a look at :

https://tslearn.readthedocs.io/en/latest/

Alex

On Thu, Jan 17, 2019 at 9:01 AM Mikkel Haggren Brynildsen
<mbrynild...@grundfos.com> wrote:
>
> You can use it to get a single similarity / closeness number between two 
> timeseries and then feed that into a clustering algorithm.
>
>
>
> For instance look at
>
> https://github.com/markdregan/K-Nearest-Neighbors-with-Dynamic-Time-Warping
>
>
>
>
>
> as a first idea:
>
> if you expand the distance function d = lambda x,y: abs(x-y) to a 
> multivariate local distance
>
>
>
> d2 = lambda a,b: np.sqrt(float((a[0]-b[0])**2 + (a[1]-b[1])**2)
>
> (or any other n-dim metric)
>
>
>
> Then you have an algorithm that could cluster the timeseries.
>
>
>
> It does also work when the timeseries are of equal length…
>
>
>
> Best
>
> Mikkel Brynildsen
>
>
>
>
>
> From: scikit-learn <scikit-learn-bounces+mbrynildsen=grundfos....@python.org> 
> On Behalf Of lampahome
> Sent: 17. januar 2019 08:45
> To: Scikit-learn mailing list <scikit-learn@python.org>
> Subject: Re: [scikit-learn] Any clustering algo to cluster multiple timing 
> series data?
>
>
>
>
>
>
>
> Mikkel Haggren Brynildsen <mbrynild...@grundfos.com> 於 2019年1月17日 週四 下午3:07寫道:
>
> What about dynamic time warping ?
>
>
>
> I thought DTW is used to different length of two datasets
>
> But I only get the same length of two datasets.
>
> Maybe it doesn't work?
>
>
>
>
>
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