[R] Time series clustering

abanero gdevitis at xtel.it
Tue Aug 24 11:11:06 CEST 2010


Hi,

I have 1000 monthly time series (just a year) and  I want to cluster them.

for instance (x):

          jan 2010  feb 2010  mar 2010  apr 2010 ...

ts 1:   12300     12354550      1233       12312 ...
ts 2:    234            23232      2323     232323 ...
...  

My approach is applying clara algorithm to the standardized data:

clara(x,k=10,stand=TRUE)->clarax

Is that a correct approach?
 
Thanks

Giuseppe
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