A different perspective on clustering time series

Abstract

In this paper we intend to shed further light on time series clustering. Firstly, we aim at clarifying, via Monte Carlo simulations, to which extent the choice of the measure of dissimilarity can affect the results of time series cluster analysis. Then we move to a different point of view and tackle the issue of classifying time series using the Self Organizing Maps (Kohonen, 2001), typically employed in pattern recognition for cross-sectional data