Time Series Clustering

The coverage of time series clustering is poor. Actually does not exist beyond referencing a few libraries which people can find themselves. Any follow up with examples here would help I think.

[benman1]

Hi Moustafa. Yes, that's a good point. To be honest, I didn't really find a use case for it that would inspire me. Do you have an example for a problem, where you need clustering?

There are many use cases especially in economics and finance: finding regimes across time (see a basic application here), finding the stocks that tend to co-move together or cluster stocks in general.

In addition, you also have to add UMAP and t-SNE, and Gaussian mixture clustering (See here an application).

[benman1]

Hi Moustafa. Sorry for not getting back earlier. These are excellent suggestions. Thanks also for the link. If there's ever a second edition (depends on sales and reviews), I'll make sure to include this. I've also come across an example of a clustering for a champion-challenger approach for testing trading systems.