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.
Roy Mendelssohn - NOAA Federal
2015-Aug-26 20:55 UTC
[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 <solano at 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 at 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.Mendelssohn at 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.
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.