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[R] Time series clustering

abanero

2010-08-24


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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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