How to cluster time series of ordered data?
There are a few hundred time series of a large set of different locations (irregularly distributed) with the following properties:
- ordered factor (5 levels)
- between 5 and 25 observations per series
- lots of missing values within each series
- temporal and spatial autocorrelation
- (unknown) temporal frequency
The objective is to spatially cluster the time series based on their similarity (of observed value per point in time).
What would be adequate methods? The analysis will be carried out in R.
Topic geospatial time-series similarity r
Category Data Science