Hi Every body,
In order to deal with nonstationary problem in time series, may be
firstly clustering algorithms are used to partition time series .Then
another algorithm is used to predict future value based on segmented data
in the second phase. Using clustering algorithms , the "time structure and
arrangement" of time series is confused. We have some partitions including
data unrelated to the time at hand. A question which arises here is that:
lossing the time arrangement of time series is not a new problem? can we
forecast the future based on segmented confused clusters? What am i
missing?
Have a nice
Amir
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