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How to cluster time series sequences?

3 messages · Michael Jungle, Brian G. Peterson

#
Michael Jungle wrote:
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
#
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!