I want to apply Time Series Clustering to time series data consisting on: Level & Growth, but I have only found algorithms for one series
Is there any implementation of Time Series Clustering which allows me to segment using two or more series of the same phenomenon both as input for the algorithm?
Suppose I have $A_{i,t}=X_{i,t}$ and $B_{i,t}=X_{i,t}-X_{i,t-1}$ for a set $i=1,...,n$ of individuals and $T$ times.
I would like $A_{i,t}$ and $B_{i,t}$ to be part of the clustering algorithm both as part of the data for the individual $i$.
The only implementations I am aware of are only for $A_{i,t}$ or $B_{i,t}$, not for both at the same time.
Topic time time-series clustering
Category Data Science