Hi Every body,
In order to deal with nonstationary problem in time series, may be firstly
clustering algorithms are used to partition time series .Then another algorithm
is used to predict future value based on segmented data in the second phase.
Using clustering algorithms , the "time structure and arrangement" of time
series is confused. We have some partitions including data unrelated to the
time at hand. A question which arises here is that: lossing the time
arrangement of time series is not a new problem? can we forecast the future
based on segmented confused clusters? What am i missing?
Have a nice
Amir
---------------------------------
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
