[R] Novice question : Classification of time series

[Neil Osborne]

Hello all,

I know this may not be the right forum for this. But I'm relatively new to R
(and it's been a while since I did any serious statistical research). I need
some help in using R for my project. This is what I need to do :

1. Read time series data (of varying time spans) from text files into R
arrays

2. Segregating the time series into "sets" of "classes" that have members
that are highly correlated to fellow members of the same set, but have a low
correlation with members from another set. In other words, members of a set
would "tend" to move together.

3. Print the resulting classifications to a text file.

I'm not sure what would be the most appropriate methodology to use, and even
less sure about which commands to use. I will therefore be extremely
grateful to anyone who can offer some general guidance or at least, point me
in the right direction.

Many thanks in advance

Neil

PS (I'm running R v1.30 on Win2k)
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