[R] Novice question : Classification of time series

[David Meyer]

Christian Hennig wrote:
> 
> Hi,
> 
> 
> My suggestion is as follows. Compute a similarity matrix between the
> series, similarity defined as correlation+1 or abs(correlation), depending
> on how negative correlation is interpreted in your setup.

I would add: cor() only measures linear relationships; what about the
euclidian distance: given series x and y, just sqrt(crossprod(x-y))? If
the length differ, it would perhaps be sensible to fill up the shorter
one with 0s (if one thinks that 2 series of very different sizes should
also differ very much).

-d

> 
> Best,
> Christian
> 
> On Fri, 1 Feb 2002, Neil Osborne wrote:
> 
> > Hello all,
> >
> > I know this may not be the right forum for this. But I'm relatively new to R
> > (and it's been a while since I did any serious statistical research). I need
> > some help in using R for my project. This is what I need to do :
> >
> > 1. Read time series data (of varying time spans) from text files into R
> > arrays
> >
> > 2. Segregating the time series into "sets" of "classes" that have members
> > that are highly correlated to fellow members of the same set, but have a low
> > correlation with members from another set. In other words, members of a set
> > would "tend" to move together.
> >
> > 3. Print the resulting classifications to a text file.
> >
> > I'm not sure what would be the most appropriate methodology to use, and even
> > less sure about which commands to use. I will therefore be extremely
> > grateful to anyone who can offer some general guidance or at least, point me
> > in the right direction.
> >
> > Many thanks in advance
> >
> > Neil
> >
> > PS (I'm running R v1.30 on Win2k)
> > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> > Send "info", "help", or "[un]subscribe"
> > (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> >
> 
> --
> ***********************************************************************
> Christian Hennig
> Seminar fuer Statistik, ETH-Zentrum (LEO), CH-8092 Zuerich (current)
> and Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
> hennig at stat.math.ethz.ch, http://stat.ethz.ch/~hennig/
> hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
> #######################################################################
> ich empfehle www.boag.de
> 
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

-- 
	Mag. David Meyer		Wiedner Hauptstrasse 8-10
Vienna University of Technology		A-1040 Vienna/AUSTRIA
       Department for			Tel.: (+431) 58801/10772
Statistics and Probability Theory	mail: david.meyer at ci.tuwien.ac.at
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._