A comparison of clustering approaches for the study of the temporal coherence of multiple time series

摘要

Two approaches for clustering of time series have been considered. The first is a novel approach based on a modification of classic state-space modelling while the second is based on functional clustering. For the latter, both k-means and complete-linkage hierarchical clustering algorithms are adopted. The two approaches are compared using a simulation study, and are applied to lake surface water temperature for 256 lakes globally for 5 years of data, to investigate information obtained from each approach.