Experiments in Time Series Clustering

March 2, 2015

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

Last night I spotted this tweet about the R package TSclust. Thank you Pablo and Jose for #TSclust – time series clustering package in #rstats ! http://t.co/GBQtQnQ8Lr— Pasha Roberts (@pasharoberts) March 2, 2015 I should start by saying that I really don’t know what I’m doing, so be warned.  I thought it would interesting to apply TSclust to the S&P 500 price time series.  I took the 1-day

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