[R] TSclust multivariate time series clustering

GloriaSolano solano at europrofessionals.org
Wed Aug 26 10:02:44 CEST 2015


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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