[R] TSclust multivariate time series clustering

[Roy Mendelssohn - NOAA Federal]

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
> 
> 
> 
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Roy Mendelssohn
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NOAA/NMFS
Environmental Research Division
Southwest Fisheries Science Center
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