A Bayesian Nonparametric Algorithm for Time Series Clustering
A Bayesian Nonparametric Algorithm for Time Series Clustering
Cluster groups plotting function.
Univariate ties function
Function that creates the design matrices necessary for the clustering...
Diagnostic plots function.
Scaling data function.
Function for annual time series clustering.
Function for monthly time series clustering.
Function for quarterly time series clustering.
Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).