Re: [R] TSclust multivariate time series clustering
Hello, Although there is no R package available (we did not think of it), if you want a Gaussian-mixture=model-based approach, you may look at the paper: Model-Based Clustering of Regression Time Series Data via APECM—An AECM Algorithm Sung to an Even Faster Beat by Wei-Chen Chen and Ranjan Maitra which appeared in Statistical Analysis and Data Mining in December 2011 (pages 567-578), has DOI:10.1002/sam.10143 and won the primary author (Wei-Chen Chen) a JSM 2011 Best Student Paper award in Statistical Learning and Data Mining. The code was all in R, so it is available as such upon personal request -- see e-mail addresses in the paper, but (as I mentioned earlier) not as a R package (yet). Many thanks and best wishes, Ranjan -- Important Notice: This mailbox is ignored: e-mails are set to be deleted on receipt. Please respond to the mailing list if appropriate. For those needing to send personal or professional e-mail, please use appropriate addresses. Send any screenshot to your friends in seconds... Works in all emails, instant messengers, blogs, forums and social networks. TRY IM TOOLPACK at http://www.imtoolpack.com/default.aspx?rc=if2 for FREE __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] TSclust multivariate time series clustering
You can also try kml3d. You can either use some default distances or define your own. http://www.jstatsoft.org/v65/i04/paper Christophe -- View this message in context: http://r.789695.n4.nabble.com/TSclust-multivariate-time-series-clustering-tp4711517p4711555.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] TSclust multivariate time series clustering
I suggest you look at this paper: http://www.jstatsoft.org/v62/i01/paper -Roy On Aug 26, 2015, at 1:02 AM, GloriaSolano sol...@europrofessionals.org wrote: Hello, I am trying to cluster multivariate time series with the R package TSclust. I have a dataset of 45 companies with 10 years information on 6 variables. I understand from the TSclust package manual that the first step is choosing the dissimilarity meassure we are going to use. However I cannot find a function in TSclust that gives the dissimilarity between multivariate time series? Could you please let me know which would be the right function? If there is a function, could you please let me know which form should have the input data for this function? Thanks! Gloria -- View this message in context: http://r.789695.n4.nabble.com/TSclust-multivariate-time-series-clustering-tp4711517.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ** The contents of this message do not reflect any position of the U.S. Government or NOAA. ** Roy Mendelssohn Supervisory Operations Research Analyst NOAA/NMFS Environmental Research Division Southwest Fisheries Science Center ***Note new address and phone*** 110 Shaffer Road Santa Cruz, CA 95060 Phone: (831)-420-3666 Fax: (831) 420-3980 e-mail: roy.mendelss...@noaa.gov www: http://www.pfeg.noaa.gov/ Old age and treachery will overcome youth and skill. From those who have been given much, much will be expected the arc of the moral universe is long, but it bends toward justice -MLK Jr. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] TSclust multivariate time series clustering
Hello, I am trying to cluster multivariate time series with the R package TSclust. I have a dataset of 45 companies with 10 years information on 6 variables. I understand from the TSclust package manual that the first step is choosing the dissimilarity meassure we are going to use. However I cannot find a function in TSclust that gives the dissimilarity between multivariate time series? Could you please let me know which would be the right function? If there is a function, could you please let me know which form should have the input data for this function? Thanks! Gloria -- View this message in context: http://r.789695.n4.nabble.com/TSclust-multivariate-time-series-clustering-tp4711517.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
