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I have many times series with different length, I want to cluster theme into groups based on calculated distance.

I know how to calculate distance (DTW or other distance measures) between two times series but how can I applied distance measurements in a lots of time series.

David Mulder
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  • Which language are you using? You could construct a pair-wise correlation (or distance) matrix between your measurements. In R, this can be done via `cor` or `dist` functions. Alternatively, check `pdist` in matlab. – TWL Jan 20 '14 at 18:20
  • I'm using c# as a programming language. – lounnas bilal Jan 20 '14 at 21:09
  • I wrote a class in Python and tried to explain in another question. You can check at https://stackoverflow.com/a/52542415/6401202 – Dogan Askan Sep 27 '18 at 17:42

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