fooledbypattern

64 reputation

	64 reputation	bio	website		visits	member for	1 year, 7 months
2 badges		location			seen	Feb 24 '12 at 21:37

6 Actions

Jan 2	comment	How to group timeseries showing similar curve Samik: Update: Even for me, I did not find kmeans to give satisfactory results. One thing that I did not realize earlier was the fact that the order of data points is not being considered in kmeans. I need to consider a variant of kmeans that consider sequence. Doesn't look like R has any such implementation.
Dec 23	awarded	Nice Question
Dec 6	comment	How to group timeseries showing similar curve QuantGuy - I need to think more and thanks for the link. The data is basically a list of pre-conditions (say related to volume/RSI/momentum etc) of a stock and I am trying to cluster these pre-conditions based on what the stock has done after those conditions are met. My approach was to first cluster the resultant curves of the stock first and then based on similar looking resultant curvers, cluster the pre-conditions for prediction. Hope the approach makes some sense.
Dec 6	asked	How to group timeseries showing similar curve
Nov 4	awarded	Student
Nov 4	asked	TA/Pattern algorithm analysis