clustering based on correlation coefficient

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Alberto Menichetti
Alberto Menichetti 2017-2-14
Hi,
I have a quite big set of timeseries data (about 3000) regarding the same temporal interval. I need to group these timeseries data on different sets based on pearson's correlation cofficient. A timeseries can be part of a specific set if and only the absolute value of his correlation with the others timeseries in the same set is greater than 0.9; in the worst case I will have only one time-series for each set (so a number of sets equal to the number of timeseries).
Unfortunately I don't know the subject, but maybe clustering algorithms could be useful for that problem?
Thank you.

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