Hi,
I am wondering how can I do clustering of time series data. I understand if the data is a point. But I do not know how to cluster if the data is time series with 1XM where M is the data length. Especially the part on how to compute new mean of the cluster for time series data.
My X matrix will be N X M where N is number of time series and M is data length as mentioned.
If i have a set of label time series , I want to use K mean algorithm to check whether I will get back the similar label or not.
Can someone guide me how to do it ?
for example using this k means matlab code. how do I modify so I can use it for time series data ? http://www.mathworks.cn/matlabcentral/fileexchange/19344-efficient-k-means-clustering-using-jit
Also, I wish to use different distance measure besides euclidean distance.
to Give better illustration of my doubt here is the code I modified for time series
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% Check if second input is centroids if ~isscalar(k) c=k; k=size(c,1); else c=X(ceil(rand(k,1)*n),:); % assign centroid randonly at start end
% allocating variables g0=ones(n,1);
gIdx=zeros(n,1); D=zeros(n,k);
% Main loop converge if previous partition is the same as current while
any(g0~=gIdx) %
disp(sum(g0~=gIdx))
g0=gIdx;
% Loop for each centroid
for t=1:k % d=zeros(n,1); % Loop for each dimension for s=1:n D(s,t) = sqrt(sum((X(s,:)-c(t,:)).^2)); end
end % Partition data to closest centroids
[z,gIdx]=min(D,[],2); % Update centroids using means of partitions for t=1:k c(t,:)=mean(X(gIdx==t,:)); % Is this how we calculate new mean of
the time series?
end end