python - Python Match up two time series recorded at an unknown sampling rate

Question

I have two time series. They are from two instruments that were recording the same thing. The instruments recorded at different sampling rates, both of which are unknown. The instruments also started and terminated the recording at different times.

I would like to come up with a way to match up these time series to compare the two instrument readings. They were recording the same thing, so it seems there should be some way to manipulate the time indices so that they match up in a way that correlation is maximized. But I'm unsure how to go about this.

标签： pythontime-series