Assume there are two time series of real values.
How to test hypothesis, that these series are quite the same, but there is a time shift between them?
Solved – Detecting time-shifted time series
hypothesis testingpythontime series
hypothesis testingpythontime series
Assume there are two time series of real values.
How to test hypothesis, that these series are quite the same, but there is a time shift between them?
Best Answer
You could start by looking at Cross-Correlation between the time-series.
Here is how to do it in Python: https://stackoverflow.com/questions/6991471/computing-cross-correlation-function