Are there toolboxes in R that can do time series sequencce clustering? Thanks
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3 messages · Michael Jungle, Brian G. Peterson
Are there toolboxes in R that can do time series sequencce clustering? Thanks
View this message in context: http://n4.nabble.com/How-to-cluster-time-series-sequences-tp1566061p1566061.html Sent from the Rmetrics mailing list archive at Nabble.com.
Are there toolboxes in R that can do time series sequencce clustering?
Michael,
It is always best to cite a reference that you're trying to understand
and replicate in R when posting to the list.
This will make sure everybody understands your terminology, and at the
same time provides food for thought to the list contributors who you are
asking for assistance.
'clustering' and 'cluster' can mean a lot of different things in
finance, and R has tools for all the ones I can think of. Please be
more specific.
Also, if you're not already familiar with it, please get familiar with
the tool 'RSiteSearch'
?RSiteSearch
RSiteSearch('cluster')
Though I suspect that you might not mean this at all, which is why I
suggest that you always cite a reference to anchor your terminology when
posting.
Regards,
- Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
Sorry. I meant the clustering analysis of time series data (i.e. treating a whole series as one data point), and then do the clustering on top of these data-points, such as this: http://www.google.com/url?sa=t&source=web&ct=res&cd=2&ved=0CAsQFjAB&url=http%3A%2F%2Fwww.cs.ucr.edu%2F~jessica%2FKeogh_ICDM_expanded.pdf&ei=4TaES4GpNc_ElAfEm-T4AQ&usg=AFQjCNGBenCWOqL6r_SeaiLIob5czJNErA&sig2=jzTONPtWjY3CBtGHOFO5Bw I cannot conveniently access some Intenet websites, can anybody point me directly to suitable R packages? Thanks!
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