I usually perform sensitivity analysis on physical systems. So, for one configuration I have 1 answer and I can build for example a design of experiment and compute the sensitivity of each parameters.
But this time, i would like to perform a sensitivity analysis on a time series : if I change a parameter, it can have an impact later, not immediately. I would like to analyse data on a long period and not only in short term. Do you know existing methods that perform such analysis ?
Or do I have to transform my time series into "slots of period" and study each slot separately ?