ftsa (version 5.5)

mftsc: Clustering multiple functional time series

Description

Clustering multiple functional time series. This function uses a functional panel data model to cluster different functional time series into subgroups.

Usage

mftsc(X, alpha)

Arguments

X

A list of functional time series to be clustered for each object, it is a p by q matrix, where p denotes sample size and q denotes number of grid points within a function support.

alpha

An input value for adjusted rand index to measure similarity of the memberships with last iteration, can be any value bigger than 0.9.

Value

iteration

Number of iterations until convergence

membership

A list of all membership matrices at each iteration

member.final

Final membership

See Also

dmfpca

Examples

Run this code
# NOT RUN {
## The following takes about 20 minutes to run ##
# }
# NOT RUN {
cluster_result <- mftsc(X = sim_ex_cluster, alpha = 0.99)
# }

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