How to categorize curve patterns?
October 11, 2012 7:50 AM Subscribe
Statistics filter: How can I categorize time series curves into pattern categories?
posted by lord_yo to Science & Nature (2 answers total) 2 users marked this as a favorite
I have a time series measurement with a variable over 6 measurements. Each time series for an individual case creates a curve with a pattern - e.g. staying constant, decreasing over time, falling and rising again, etc.
I would like to cluster these curves into pattern categories, but don't know how.
What I've done so far is simplify the pattern based on a threshold of gain and loss, i.e. if the curve rises by X% between t0 and t1 it's a gain (/), if it falls by X% it's a loss (\), otherwise it's a horizontal movement (-). That gives me 6^3 = 216 possible patterns, such as:
Some of them are similar and probably belong into the same category (such as --\--- and ---\--).
Is there a better, easier way than clustering the curves by hand? Is there a more sophisticated way of finding patterns, i.e. based on more than just "rising", "falling", "horizontal"?