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Comparison Study of Time Series Clustering Methods
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 Title & Authors
Comparison Study of Time Series Clustering Methods
Hong, Han-Woom; Park, Min-Jeong; Cho, Sin-Sup;
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In this paper we introduce the time series clustering methods in the time and frequency domains and discuss the merits or demerits of each method. We analyze 15 daily stock prices of KOSPI 200, and the nonparametric method using the wavelet shows the best clustering results. For the clustering of nonstationary time series using the spectral density, the EMD method remove the trend more effectively than the differencing.
Time series;clustering;chaotic map;spectral analysis;wavelet;EMD;
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