🎉Community Raffle - Win $25

An exclusive raffle opportunity for active members like you! Complete your profile, answer questions and get your first accepted badge to enter the raffle.
Join and Win

DTW clustering multiple time series

User: "Zeebzog"
Zeebzog
New Altair Community Member
Updated by Jocelyn
I want to cluster many (thousands) of time series using DTW or similar. 
I see K-Medoids in RapidMiner but I can’t figure out how to pass it multiple time series. I have a single attribute which measures the size of a particular event. None of the time series are the same length, none of the time series cover exactly the same period (some last minutes some cover  years), however the type of event is the same and all exist within a 2.5 year timeframe. I want to cluster the time series by how similar the series are. 

Find more posts tagged with

AI Studio
Clustering
Time Series
Sort by:
1 - 1 of 11
    User: "Telcontar120"
    Telcontar120
    New Altair Community Member
    What is your definition of similar here, if the dates are not aligned?  Recall that any clustering algorithm is going to use some kind of distance metric by evaluating different examples within the same attribute, and then looking at all distances across all attributes.  So in order for your approach to work I think you are going to have to come up with some kind of harmonized date series and then interpolate or aggregate as needed (which can all be done within RapidMiner using the Time Series operators). 
    Then you probably are also going to want to normalize given that many distance metrics are sensitive to differences in absolute magnitude from one attribute to another.
     
Quick Links