R: Data Analysis and Visualization

Stock market data and time-series clustering and classification

Time-series clustering has been proven to provide effective information for further research. In contrast to the classic clustering, the time-series dataset comprises data changed with time.

The hError algorithm

This algorithm is denoted as "clustering seasonality patterns in the presence of errors"; the summarized algorithm is listed in the following figure. The major characteristic of this algorithm is to introduce a specific distance function and a dissimilarity function.

Time-series ...