From my experience, these resources are worth read: [1] Pattern Recognition and Machine Learning (Information Science and Statistics) by Christopher M. Bishop

From my experience, these resources are worth read: [1] Pattern Recognition and Machine Learning (Information Science and Statistics) by Christopher M. Bishop Andreas Brandmaier's permutation distribution clustering is a method rooted in the dissimilarities between time series, formalized as the divergence between their permutation distributions. Personally, I think this is your "best" option http://cran.r-project.org/web/packages/pdc/index.html http://cran.r-project.org/web/packages/pdc/index.html Eamonn Keogh's SAX (Symbolic Aggregate Approximation) and iSAX routines develop "shape clustering" for time series http://www.cs.ucr.edu/~eamonn/SAX.htm http://www.cs.ucr.edu/~eamonn/SAX.htm There are approaches based on text compression algorithms that remove the redundancy in a sequence of characters (or numbers), creating a kind of distance or density metric that can be used as inputs to clustering, see, e.g.: http://link.springer.com/chapter/10.1007/978-0-387-84816-7_4 http://link.springer.com/chapter/10.1007/978-0-387-84816-7_4 This paper by Rob Hyndman Dimension Reduction for Clustering Time Series Using Global Characteristics, discusses compressing a time series down to a small set of global moments or metrics and clustering on those: http://www.robjhyndman.com/papers/wang2.pdf http://www.robjhyndman.com/papers/wang2.pdf Chapter 15 in Aggarwal and Reddy's excellent book, Data Clustering, is devoted to a wide range (a laundry list, really) of time-series clustering methods (pps 357-380). The discussion provides excellent background to many of the issues specific to clustering a time series" http://users.eecs.northwestern.edu/~goce/SomePubs/Similarity-Pubs/Chapter-ClusteringTimeSeries.pdf http://users.eecs.northwestern.edu/~goce/SomePubs/Similarity... ...and a lot more. -- URL -- [1] https://www.amazon.com/Pattern-Recognition-Learning-Information-Statistics/dp/0387310738/ref=sr_1_1?keywords=pattern+recognition&qid=1550860178&s=gateway&sr=8-1 https://www.amazon.com/Pattern-Recognition-Learning-Informat...