Did you thought of clustering with restriction that in each cluster, time
periods must all be "connected"?
----- Original Message -----
From: "Amir Safari" <amir36060 at yahoo.de>
To: <R-help at stat.math.ethz.ch>
Sent: Friday, May 13, 2005 11:37 PM
Subject: [R] clustering
> 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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