mohcinemadkour / R-DTW-Clustering-TimeSeries

Brief guide to clustering time series in R

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Clustering time series with DTW in R

Time series clustering is the division of the time series into different groups based on the similarity between them, so that the similar time series are in the same group.

1st step. Calculate the distance or similarity metric.

  • Euclidean
  • DTW (Dinamic Time Warping)

2nd step. Apply clustering techniques.

  • Partitional clustering
  • Hierarchical clustering
  • Fuzzy clustering

References (websites with examples of time series clustering)

http://www.rdatamining.com/examples/time-series-clustering-classification

https://github.com/asardaes/dtwclust

https://rdrr.io/cran/dtwclust/man/tsclust.html

http://www.stat.unc.edu/faculty/pipiras/timeseries/Multivariate_6_-_Classification_Clustering_-_Menu.html

http://moc.online.uni-marburg.de/doku.php?id=courses:msc:msc-phygeo-data-analysis:code-examples:da-ce-11-2

https://www.linkedin.com/pulse/time-series-clustering-dynamic-warping-ashwini-mahapatra/

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Brief guide to clustering time series in R