Solved – Detecting time-shifted time 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

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