[R] TSclust multivariate time series clustering

[Ranjan Maitra]

Hello, 

Although there is no R package available (we did not think of it), if you want a Gaussian-mixture=model-based approach, you may look at the paper:

"Model-Based Clustering of Regression Time Series Data via APECM—An AECM Algorithm Sung to an Even Faster Beat" by Wei-Chen Chen and Ranjan Maitra 

which appeared in Statistical Analysis and Data Mining in December 2011 (pages 567-578), has DOI:10.1002/sam.10143 and won the primary author (Wei-Chen Chen) a JSM 2011 Best Student Paper award in Statistical Learning and Data Mining.

The code was all in R, so it is available as such upon personal request -- see e-mail addresses in the paper, but (as I mentioned earlier) not as a R package (yet).

Many thanks and best wishes,
Ranjan

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