I am new in all this, so I am sorry if I am asking something stupid. I have two-time series - the measurement of the value by two sensors every 5 min and I want to see are the measurements correlated in time (are the measurements similar). So far now I only found questions related to autocorrelation and classic correlation. My dataframe looks like this:
id time sensor1 sensor2 1 24.1.2020. 00:00:00 0.052 0.631 1 24.1.2020. 00:05:00 0.812 0.102 .... 1 24.1.2020. 00:10:00 0.326 0.500 .... 1 24.1.2020. 00:15:00 1.021 0.999 .... 1 24.1.2020. 00:20:00 1.033 1.000 ....
and so on for 10 days.
So, time here is a really important aspect because measurements depend on part of the day, of climate condition during the day and so on. I saw on some question that people are suggesting pandas function:
corr = df['value1'].corr(df['value2'])
But as I see, this line doesn't include the time. Also if you have some course for data science to recommend, it will be appreciated. I am already taking something.