Engineering Alpha

Engineering Alpha

DBSCAN in Time Series: Finding Regimes, Motifs, and Weird Stuff

Finding Without Predefining “How Many”

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 04, 2026
∙ Paid

Time series analysis has a funny habit of turning simple questions into messy ones.

  • “When does the behavior change?”

  • “Are there repeated patterns?”

  • “Which segments are unusual?”

  • “How many ‘states’ does this system have?”

If you try to answer those with classic clustering like k-means, you immediately hit constraints: you must pick the number of clusters, you…

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