How to interpolate and check correlation of two time series with differing cardinality

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I want to check how correlated two time series are, but they don't have the same cardinality. They have different number of data points because the timestamps the data are collected are different. Available libraries I have found require that the cardinality be the same. Therefore, I would like to ask if there is a library, an algorithm I can implement myself, or some advice you can give me to approach the problem. Thank you

FullStack

Posted 2016-10-17T14:23:21.787

Reputation: 267

I understand that your time series are unevenly spaced. In this case, why not simply use a library like traces and transform them to evenly spaced time series. Please let me know if this helps you in which case I would add this as an answer.

– Shagun Sodhani – 2016-10-17T16:59:09.957

Answers

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I understand that your time series are unevenly spaced. In this case, why not simply use a library like traces and transform them to evenly spaced time series.

Shagun Sodhani

Posted 2016-10-17T14:23:21.787

Reputation: 722