I've been trying to cluster time series of shape (1, 400), so 1 row and 400 columns which correspond to 400 timesteps. My train set is of size (1000, 400) so 1000 time series. I have calculated a distance matrix with DTW and used it with scipy fcluster :


I'm quite satisfied with the result. I wanted to know how I can use this trained model to cluster new time series? I have 23 clusters.

Should I add the new time series with the old and calculate a new distance matrix? How do you save such a model?


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