[R-sig-Finance] [R] time series clustering

[Spencer Graves]

	  I know of no software for time series clustering in R.  Google 
produced some interesting hits for "time series clustering".  If you 
find an algorithm you like, the author might have software. 
Alternatively, the algorithm might be a modification of something 
already available in R.  If that's the case, you wouldn't need to start 
from scratch to program something since R is open source.

	  hope this helps.
	  Spencer Graves

Weiwei Shi wrote:
> Dear Listers:
> 
> I happened to have a problem requiring time-series clustering since the
> clusters will change with time (too old data need to be removed from data
> while new data comes in). I am wondering if there is some paper or reference
> on this topic and there is some kind of implementation in R?
> 
> Thanks,
> 
> Weiwei
>