TIME SERIES CLUSTERING | How Can We Group the CPI Series?
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 Published On Mar 15, 2024

We have 19 series of CPI (Consumer Price Index, which is usually used as an indicator for inflation). Their lengths are unequal, and we want to cluster them using agglomerative clustering. In this video, we learn the agglomerative clustering algorithm and apply it with sklearn, a well known Python library for machine learning.

A little note for the dendrograms. People say a picture has a thousand words. We have three in this video! I mentioned only a few differences between the graphs. Would you like to share the other differences you found? :)

00:00 Intro
01:14 Algorithm
06:55 Linkage (single, complete, average, Ward)
14:39 Dendrogram
17:27 Determining the number of clusters
20:00 Importing libraries
23:05 About the dataset
24:25 Applying agglomerative clustering with sklearn
27:38 The results

The source code: https://github.com/stephanielees/clus...




#timeseries #clustering #datascience #machinelearning #inflation #pythonprogramming #sklearn

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