В следующем примере у меня есть кадр данных, который состоит из временного ряда измерений температуры воды, зарегистрированных на 5 глубинах в океане, где каждое значение Temp
соответствует дате в DateTime
и глубине в Depth
.
set.seed(1)
Temp <- rnorm(43800,sd=20)
AirT <- rnorm(8760,sd=20)
Depth <- c(1:5)
DateTime = seq(from=as.POSIXct("2010-01-01 00:00"),
to=as.POSIXct("2010-12-31 23:00"), length=8760)
Time <- as.POSIXct(DateTime, format = "%Y-%m-%d %H:%M")
DatT <- data.frame(Temp)
## bind together
FinalDat <- cbind(DatT, Date = rep(Time,5))
FinalDat <- cbind(FinalDat, AirT = rep(AirT, 5),
Depth = rep(Depth, each = 8760),
Doy = as.numeric(format(Time,format = "%j")),
DecTime = rep(seq(1,366, length = 8760),5))
Из этого я хотел бы найти сходство между температурой воздуха ( AirT
) и температурой воды на этих разных глубинах. Я могу рассчитать корреляцию между температурой воздуха и температурой воды для разных глубин, которая показывает, что корреляция уменьшается с глубиной, однако я ищу более сложный метод (кроме получения одного значения для каждого временного ряда). Кто-нибудь может предложить подходящий метод для достижения этой цели?
Вот прореженная версия моего data.frame (FinalDat):
Temp Date AirT Depth
1 3.4069 2011-01-01 6.52710 0.5
2 3.2165 2011-01-08 6.77050 0.5
3 3.5630 2011-01-15 6.61410 0.5
4 3.8027 2011-01-22 -2.94440 0.5
5 3.7328 2011-01-29 -2.92900 0.5
6 4.1008 2011-02-05 12.74800 0.5
7 5.1825 2011-02-12 8.91900 0.5
8 5.0460 2011-02-19 4.43910 0.5
9 5.6156 2011-02-26 8.58090 0.5
10 5.5237 2011-03-05 1.56630 0.5
11 5.5110 2011-03-12 7.94470 0.5
12 6.5645 2011-03-19 -0.25485 0.5
13 7.8872 2011-03-26 4.11280 0.5
14 8.9096 2011-04-02 12.88700 0.5
15 10.8740 2011-04-09 6.34800 0.5
16 10.9600 2011-04-16 9.44190 0.5
17 14.6930 2011-04-23 12.37300 0.5
18 15.1330 2011-04-30 11.40200 0.5
19 14.2740 2011-05-07 14.48400 0.5
20 14.5670 2011-05-14 5.68590 0.5
21 14.0330 2011-05-21 8.36570 0.5
22 13.3870 2011-05-28 11.03900 0.5
23 16.5560 2011-06-04 13.10300 0.5
24 16.4140 2011-06-11 7.56720 0.5
25 16.2590 2011-06-18 12.02400 0.5
26 16.5120 2011-06-25 11.43100 0.5
27 17.9290 2011-07-02 8.75940 0.5
28 18.7150 2011-07-09 13.06100 0.5
29 19.4970 2011-07-16 14.96000 0.5
30 17.7090 2011-07-23 10.06100 0.5
31 19.5090 2011-07-30 11.76200 0.5
32 20.4780 2011-08-06 12.56800 0.5
33 17.8850 2011-08-13 16.93200 0.5
34 17.7440 2011-08-20 14.82700 0.5
35 18.1400 2011-08-27 12.14800 0.5
36 17.0460 2011-09-03 17.19700 0.5
37 16.5960 2011-09-10 18.45800 0.5
38 15.6430 2011-09-17 13.07600 0.5
39 14.9960 2011-09-24 13.19300 0.5
40 16.9880 2011-10-01 20.17800 0.5
41 14.5380 2011-10-08 10.92600 0.5
42 14.3770 2011-10-15 9.64180 0.5
43 12.6210 2011-10-22 11.71200 0.5
44 11.7810 2011-10-29 7.32770 0.5
45 11.8270 2011-11-05 11.15600 0.5
46 10.9790 2011-11-12 11.30000 0.5
47 10.3410 2011-11-19 10.77100 0.5
48 9.6291 2011-11-26 6.81090 0.5
49 8.5466 2011-12-03 9.11540 0.5
50 7.1007 2011-12-10 3.52720 0.5
51 6.3081 2011-12-17 0.32245 0.5
52 6.1304 2011-12-24 5.40000 0.5
53 6.1974 2011-12-31 11.93100 0.5
54 3.2471 2011-01-07 0.44508 4.0
55 3.4851 2011-01-14 8.43040 4.0
56 3.8537 2011-01-21 -2.26530 4.0
57 3.8496 2011-01-28 1.33950 4.0
58 3.8461 2011-02-04 10.18700 4.0
59 4.7892 2011-02-11 6.91330 4.0
60 5.1160 2011-02-18 5.30300 4.0
61 5.4236 2011-02-25 10.40700 4.0
62 5.3190 2011-03-04 3.63990 4.0
63 5.5318 2011-03-11 5.49690 4.0
64 6.0956 2011-03-18 2.12060 4.0
65 6.7955 2011-03-25 5.66700 4.0
66 8.5056 2011-04-01 12.13400 4.0
67 9.8450 2011-04-08 6.11440 4.0
68 10.7220 2011-04-15 9.85800 4.0
69 11.3970 2011-04-22 11.39300 4.0
70 12.6660 2011-04-29 9.54510 4.0
71 13.6370 2011-05-06 12.99600 4.0
72 14.7530 2011-05-13 8.83800 4.0
73 13.8210 2011-05-20 8.81900 4.0
74 13.5120 2011-05-27 10.80500 4.0
75 14.2630 2011-06-03 11.08700 4.0
76 15.6330 2011-06-10 7.20970 4.0
77 15.5290 2011-06-17 10.11400 4.0
78 16.6340 2011-06-24 11.29400 4.0
79 17.4820 2011-07-01 11.43900 4.0
80 17.8620 2011-07-08 13.29700 4.0
81 18.8970 2011-07-15 11.61900 4.0
82 17.4720 2011-07-22 12.73800 4.0
83 17.8640 2011-07-29 14.95600 4.0
84 17.6610 2011-08-05 16.48600 4.0
85 17.4880 2011-08-12 16.06000 4.0
86 17.5980 2011-08-19 11.38900 4.0
87 17.8150 2011-08-26 10.69200 4.0
88 16.7470 2011-09-02 14.71100 4.0
89 16.0230 2011-09-09 14.09600 4.0
90 15.5350 2011-09-16 13.03500 4.0
91 15.0200 2011-09-23 11.81800 4.0
92 15.1200 2011-09-30 14.49800 4.0
93 15.0590 2011-10-07 10.76800 4.0
94 14.5790 2011-10-14 13.91800 4.0
95 12.7810 2011-10-21 8.84760 4.0
96 11.9060 2011-10-28 8.37600 4.0
97 11.7150 2011-11-04 12.57400 4.0
98 11.1170 2011-11-11 11.26200 4.0
99 10.3560 2011-11-18 11.11100 4.0
100 9.8484 2011-11-25 12.91700 4.0
101 8.7573 2011-12-02 2.43560 4.0
102 7.2890 2011-12-09 5.87070 4.0
103 6.4547 2011-12-16 2.31850 4.0
104 6.0336 2011-12-23 11.12900 4.0
105 6.2363 2011-12-30 4.78220 4.0
106 3.4241 2011-01-06 2.92880 6.0
107 3.4075 2011-01-13 9.59030 6.0
108 3.9650 2011-01-20 -1.45990 6.0
109 3.9061 2011-01-27 3.49050 6.0
110 3.8072 2011-02-03 6.15450 6.0
111 4.7597 2011-02-10 8.87270 6.0
112 4.9920 2011-02-17 4.61980 6.0
113 5.1485 2011-02-24 7.66730 6.0
114 5.4556 2011-03-03 -0.73976 6.0
115 5.4305 2011-03-10 9.08700 6.0
116 5.9204 2011-03-17 6.57230 6.0
117 6.4393 2011-03-24 4.21580 6.0
118 6.7361 2011-03-31 9.55530 6.0
119 8.9556 2011-04-07 10.24900 6.0
120 10.7240 2011-04-14 8.15550 6.0
121 10.4810 2011-04-21 9.75940 6.0
122 10.6310 2011-04-28 6.43770 6.0
123 13.2840 2011-05-05 10.70900 6.0
124 14.1380 2011-05-12 9.11810 6.0
125 13.7850 2011-05-19 8.26810 6.0
126 13.6800 2011-05-26 11.65000 6.0
127 13.8950 2011-06-02 13.10500 6.0
128 13.8530 2011-06-09 11.09500 6.0
129 14.6830 2011-06-16 12.63000 6.0
130 15.3570 2011-06-23 12.66100 6.0
131 15.5860 2011-06-30 9.57130 6.0
132 16.2190 2011-07-07 13.84300 6.0
133 16.1140 2011-07-14 10.93200 6.0
134 17.1240 2011-07-21 13.44100 6.0
135 17.2110 2011-07-28 13.41700 6.0
136 16.9800 2011-08-04 14.81500 6.0
137 17.4610 2011-08-11 16.33900 6.0
138 17.5690 2011-08-18 10.04300 6.0
139 17.3600 2011-08-25 11.87600 6.0
140 16.6180 2011-09-01 11.71000 6.0
141 16.1330 2011-09-08 11.84600 6.0
142 15.6770 2011-09-15 12.17800 6.0
143 15.1640 2011-09-22 11.90200 6.0
144 14.8160 2011-09-29 17.07200 6.0
145 15.0100 2011-10-06 13.21700 6.0
146 14.4410 2011-10-13 12.01300 6.0
147 13.0510 2011-10-20 3.75340 6.0
148 12.0580 2011-10-27 8.76700 6.0
149 11.6430 2011-11-03 13.96900 6.0
150 11.1400 2011-11-10 13.03200 6.0
151 10.5090 2011-11-17 8.26000 6.0
152 9.8690 2011-11-24 12.02100 6.0
153 8.9167 2011-12-01 9.64050 6.0
154 7.3953 2011-12-08 4.99180 6.0
155 6.5533 2011-12-15 3.73240 6.0
156 5.9886 2011-12-22 12.69300 6.0
157 6.3341 2011-12-29 7.12550 6.0
158 3.4249 2011-01-05 5.66070 8.0
159 3.4232 2011-01-12 4.42930 8.0
160 3.9632 2011-01-19 0.04384 8.0
161 3.9203 2011-01-26 5.33010 8.0
162 3.7569 2011-02-02 4.74030 8.0
163 4.6606 2011-02-09 6.48010 8.0
164 4.9632 2011-02-16 5.92770 8.0
165 4.9742 2011-02-23 7.15490 8.0
166 5.3302 2011-03-02 1.52250 8.0
167 5.3380 2011-03-09 6.46400 8.0
168 5.7341 2011-03-16 6.49500 8.0
169 6.1663 2011-03-23 4.01320 8.0
170 6.1420 2011-03-30 10.23300 8.0
171 7.1226 2011-04-06 12.10300 8.0
172 8.4905 2011-04-13 5.66120 8.0
173 8.7548 2011-04-20 7.94430 8.0
174 8.7160 2011-04-27 9.66080 8.0
175 10.1360 2011-05-04 5.13940 8.0
176 9.6597 2011-05-11 12.00800 8.0
177 12.8610 2011-05-18 13.42900 8.0
178 13.1300 2011-05-25 7.96200 8.0
179 13.6080 2011-06-01 8.94920 8.0
180 13.4880 2011-06-08 10.58700 8.0
181 13.6130 2011-06-15 14.82200 8.0
182 13.4320 2011-06-22 13.28300 8.0
183 13.3850 2011-06-29 10.09900 8.0
184 13.1230 2011-07-06 14.30500 8.0
185 13.2270 2011-07-13 13.44700 8.0
186 13.3370 2011-07-20 13.27900 8.0
187 13.4860 2011-07-27 16.17600 8.0
188 14.1970 2011-08-03 15.40500 8.0
189 14.0740 2011-08-10 11.20800 8.0
190 14.2160 2011-08-17 10.92000 8.0
191 14.7250 2011-08-24 13.57000 8.0
192 16.2060 2011-08-31 12.35700 8.0
193 15.6070 2011-09-07 13.77500 8.0
194 15.7620 2011-09-14 13.05900 8.0
195 15.1750 2011-09-21 11.50800 8.0
196 14.7600 2011-09-28 15.44600 8.0
197 14.7480 2011-10-05 15.41900 8.0
198 14.3420 2011-10-12 12.46600 8.0
199 13.3520 2011-10-19 8.04520 8.0
200 12.1960 2011-10-26 9.85760 8.0
201 11.6640 2011-11-02 9.94480 8.0
202 11.1650 2011-11-09 9.83490 8.0
203 10.6510 2011-11-16 7.18460 8.0
204 10.0600 2011-11-23 3.36370 8.0
205 9.1110 2011-11-30 6.19500 8.0
206 7.7550 2011-12-07 5.57610 8.0
207 6.7252 2011-12-14 5.46150 8.0
208 5.9302 2011-12-21 6.02540 8.0
209 6.4421 2011-12-28 8.87860 8.0
210 3.5953 2011-01-04 -0.87434 10.0
211 3.3527 2011-01-11 7.57030 10.0
212 3.9915 2011-01-18 4.65410 10.0
213 3.8234 2011-01-25 7.24100 10.0
214 3.8257 2011-02-01 2.03130 10.0
215 4.6403 2011-02-08 4.28250 10.0
216 5.0439 2011-02-15 2.09610 10.0
217 4.9152 2011-02-22 4.52120 10.0
218 5.3290 2011-03-01 4.09410 10.0
219 5.4156 2011-03-08 -0.97393 10.0
220 5.7129 2011-03-15 5.77950 10.0
221 6.0155 2011-03-22 4.84410 10.0
222 5.9742 2011-03-29 4.10630 10.0
223 6.1641 2011-04-05 10.80000 10.0
224 6.4420 2011-04-12 7.07030 10.0
225 6.6906 2011-04-19 9.72580 10.0
226 6.8168 2011-04-26 11.22400 10.0
227 6.5933 2011-05-03 7.08340 10.0
228 7.7907 2011-05-10 10.99000 10.0
229 6.8976 2011-05-17 12.02200 10.0
230 7.1110 2011-05-24 9.37830 10.0
231 10.1990 2011-05-31 7.85870 10.0
232 9.9413 2011-06-07 9.30420 10.0
233 10.2710 2011-06-14 10.07000 10.0
234 9.6727 2011-06-21 15.00500 10.0
235 10.0280 2011-06-28 13.74500 10.0
236 10.3870 2011-07-05 17.47700 10.0
237 9.9664 2011-07-12 15.32100 10.0
238 9.8633 2011-07-19 13.27000 10.0
239 10.1500 2011-07-26 11.90700 10.0
240 9.6085 2011-08-02 17.43300 10.0
241 10.2650 2011-08-09 13.26100 10.0
242 10.2090 2011-08-16 13.34400 10.0
243 9.9657 2011-08-23 16.62600 10.0
244 10.1730 2011-08-30 13.30700 10.0
245 10.4790 2011-09-06 14.72500 10.0
246 10.5400 2011-09-13 14.77800 10.0
247 11.9570 2011-09-20 15.70200 10.0
248 12.4710 2011-09-27 11.22700 10.0
249 12.1980 2011-10-04 13.29700 10.0
250 13.8790 2011-10-11 16.68600 10.0
251 13.7680 2011-10-18 7.88400 10.0
252 12.1430 2011-10-25 13.14200 10.0
253 11.5050 2011-11-01 13.24000 10.0
254 11.1610 2011-11-08 10.43400 10.0
255 10.7390 2011-11-15 9.17300 10.0
256 10.0850 2011-11-22 9.06990 10.0
257 9.1183 2011-11-29 12.74600 10.0
258 7.9380 2011-12-06 4.43310 10.0
259 6.8017 2011-12-13 9.05250 10.0
260 5.9501 2011-12-20 7.67070 10.0
261 6.3240 2011-12-27 10.47900 10.0
262 3.6034 2011-01-03 0.44518 12.0
263 3.2966 2011-01-10 1.92110 12.0
264 3.8193 2011-01-17 5.50270 12.0
265 3.8413 2011-01-24 2.38370 12.0
266 3.8157 2011-01-31 -0.20332 12.0
267 4.3896 2011-02-07 10.31200 12.0
268 4.9550 2011-02-14 6.72160 12.0
269 4.9230 2011-02-21 4.14600 12.0
270 5.3725 2011-02-28 4.17540 12.0
271 5.4386 2011-03-07 -0.17011 12.0
272 5.6663 2011-03-14 -0.20653 12.0
273 5.6173 2011-03-21 9.40060 12.0
274 5.7879 2011-03-28 3.42890 12.0
275 5.8027 2011-04-04 5.26820 12.0
276 5.7847 2011-04-11 8.31470 12.0
277 5.9425 2011-04-18 8.85620 12.0
278 6.2409 2011-04-25 6.88140 12.0
279 5.9921 2011-05-02 9.72310 12.0
280 6.0906 2011-05-09 12.04900 12.0
281 6.0394 2011-05-16 12.44600 12.0
282 6.0922 2011-05-23 9.88280 12.0
283 6.4765 2011-05-30 12.69800 12.0
284 6.6011 2011-06-06 11.33400 12.0
285 6.6846 2011-06-13 15.29900 12.0
286 6.9803 2011-06-20 9.87070 12.0
287 6.6561 2011-06-27 19.08300 12.0
288 7.2964 2011-07-04 12.62800 12.0
289 6.5017 2011-07-11 11.53500 12.0
290 7.4560 2011-07-18 13.64600 12.0
291 7.4972 2011-07-25 9.44130 12.0
292 7.1581 2011-08-01 18.45400 12.0
293 7.4089 2011-08-08 11.82800 12.0
294 7.5630 2011-08-15 12.00700 12.0
295 7.5153 2011-08-22 12.84500 12.0
296 7.4694 2011-08-29 11.80500 12.0
297 7.5982 2011-09-05 11.41900 12.0
298 7.5733 2011-09-12 13.39300 12.0
299 7.7114 2011-09-19 13.35600 12.0
300 7.9359 2011-09-26 15.57900 12.0
301 7.7604 2011-10-03 15.83000 12.0
302 8.2146 2011-10-10 16.05000 12.0
303 8.8018 2011-10-17 11.35400 12.0
304 12.0390 2011-10-24 14.38700 12.0
305 11.3230 2011-10-31 14.43600 12.0
306 11.4140 2011-11-07 2.19910 12.0
307 10.9020 2011-11-14 9.79220 12.0
308 10.1070 2011-11-21 9.87410 12.0
309 9.2805 2011-11-28 4.62830 12.0
310 8.2556 2011-12-05 2.57670 12.0
311 6.9548 2011-12-12 4.16250 12.0
312 6.0980 2011-12-19 1.10680 12.0
313 6.1540 2011-12-26 12.25600 12.0
314 3.6293 2011-01-02 2.14550 14.0
315 3.3969 2011-01-09 4.79400 14.0
316 3.8152 2011-01-16 11.32500 14.0
317 3.9532 2011-01-23 0.58015 14.0
318 3.8262 2011-01-30 -0.96998 14.0
319 4.1869 2011-02-06 10.84800 14.0
320 4.7450 2011-02-13 6.02670 14.0
321 4.9848 2011-02-20 1.09370 14.0
322 5.2429 2011-02-27 5.34090 14.0
323 5.3107 2011-03-06 4.29060 14.0
324 5.5456 2011-03-13 6.86140 14.0
325 5.6181 2011-03-20 6.71190 14.0
326 5.6648 2011-03-27 7.01350 14.0
327 5.6326 2011-04-03 7.26700 14.0
328 5.7413 2011-04-10 9.25000 14.0
329 5.7310 2011-04-17 7.36030 14.0
330 5.6897 2011-04-24 9.62540 14.0
331 5.8051 2011-05-01 9.68150 14.0
332 5.6844 2011-05-08 14.67800 14.0
333 5.7530 2011-05-15 9.46050 14.0
334 5.7696 2011-05-22 10.65700 14.0
335 5.8255 2011-05-29 12.23400 14.0
336 5.8422 2011-06-05 12.08500 14.0
337 5.9016 2011-06-12 5.82010 14.0
338 5.8791 2011-06-19 12.82400 14.0
339 5.9407 2011-06-26 15.17000 14.0
340 5.9502 2011-07-03 11.82400 14.0
341 5.8969 2011-07-10 10.83500 14.0
342 5.9582 2011-07-17 12.44000 14.0
343 6.1421 2011-07-24 12.59700 14.0
344 6.0970 2011-07-31 15.59200 14.0
345 6.1043 2011-08-07 12.65400 14.0
346 6.1677 2011-08-14 13.57600 14.0
347 6.3980 2011-08-21 15.59100 14.0
348 6.4571 2011-08-28 12.29000 14.0
349 6.0783 2011-09-04 15.58600 14.0
350 6.5784 2011-09-11 14.65100 14.0
351 6.5329 2011-09-18 8.72590 14.0
352 6.5395 2011-09-25 14.24400 14.0
353 6.8765 2011-10-02 14.41700 14.0
354 6.5151 2011-10-09 15.62400 14.0
355 6.5328 2011-10-16 10.04000 14.0
356 6.7127 2011-10-23 11.33300 14.0
357 7.0375 2011-10-30 11.93500 14.0
358 7.1903 2011-11-06 6.52240 14.0
359 8.4702 2011-11-13 7.77260 14.0
360 9.5075 2011-11-20 5.02910 14.0
361 9.3919 2011-11-27 13.07300 14.0
362 8.3426 2011-12-04 7.68420 14.0
363 6.9961 2011-12-11 5.19810 14.0
364 6.2100 2011-12-18 0.97878 14.0
365 6.0532 2011-12-25 10.49000 14.0
366 3.5866 2011-01-01 6.52710 16.0
367 3.6081 2011-01-08 6.77050 16.0
368 3.5889 2011-01-15 6.61410 16.0
369 3.9475 2011-01-22 -2.94440 16.0
370 3.8560 2011-01-29 -2.92900 16.0
371 4.0730 2011-02-05 12.74800 16.0
372 4.6510 2011-02-12 8.91900 16.0
373 5.0101 2011-02-19 4.43910 16.0
374 4.8702 2011-02-26 8.58090 16.0
375 5.2720 2011-03-05 1.56630 16.0
376 5.5106 2011-03-12 7.94470 16.0
377 5.6273 2011-03-19 -0.25485 16.0
378 5.6357 2011-03-26 4.11280 16.0
379 5.6058 2011-04-02 12.88700 16.0
380 5.6570 2011-04-09 6.34800 16.0
381 5.6360 2011-04-16 9.44190 16.0
382 5.6088 2011-04-23 12.37300 16.0
383 5.6481 2011-04-30 11.40200 16.0
384 5.6099 2011-05-07 14.48400 16.0
385 5.6895 2011-05-14 5.68590 16.0
386 5.6614 2011-05-21 8.36570 16.0
387 5.6061 2011-05-28 11.03900 16.0
388 5.6570 2011-06-04 13.10300 16.0
389 5.6595 2011-06-11 7.56720 16.0
390 5.6647 2011-06-18 12.02400 16.0
391 5.6749 2011-06-25 11.43100 16.0
392 5.6809 2011-07-02 8.75940 16.0
393 5.6509 2011-07-09 13.06100 16.0
394 5.6534 2011-07-16 14.96000 16.0
395 5.6758 2011-07-23 10.06100 16.0
396 5.8929 2011-07-30 11.76200 16.0
397 5.8423 2011-08-06 12.56800 16.0
398 5.8163 2011-08-13 16.93200 16.0
399 5.8350 2011-08-20 14.82700 16.0
400 5.8429 2011-08-27 12.14800 16.0
401 5.8970 2011-09-03 17.19700 16.0
402 5.8458 2011-09-10 18.45800 16.0
403 5.9711 2011-09-17 13.07600 16.0
404 5.9550 2011-09-24 13.19300 16.0
405 6.1380 2011-10-01 20.17800 16.0
406 6.0951 2011-10-08 10.92600 16.0
407 5.9874 2011-10-15 9.64180 16.0
408 6.1145 2011-10-22 11.71200 16.0
409 6.1598 2011-10-29 7.32770 16.0
410 6.1276 2011-11-05 11.15600 16.0
411 6.2428 2011-11-12 11.30000 16.0
412 6.2374 2011-11-19 10.77100 16.0
413 7.8198 2011-11-26 6.81090 16.0
414 8.4979 2011-12-03 9.11540 16.0
415 7.0908 2011-12-10 3.52720 16.0
416 6.3069 2011-12-17 0.32245 16.0
417 6.1082 2011-12-24 5.40000 16.0
418 6.1375 2011-12-31 11.93100 16.0
419 3.5696 2011-01-07 0.44508 18.0
420 3.0958 2011-01-14 8.43040 18.0
421 3.8281 2011-01-21 -2.26530 18.0
422 3.7336 2011-01-28 1.33950 18.0
423 3.6466 2011-02-04 10.18700 18.0
424 4.4241 2011-02-11 6.91330 18.0
425 4.7528 2011-02-18 5.30300 18.0
426 4.6170 2011-02-25 10.40700 18.0
427 5.1216 2011-03-04 3.63990 18.0
428 5.3997 2011-03-11 5.49690 18.0
429 5.4961 2011-03-18 2.12060 18.0
430 5.4625 2011-03-25 5.66700 18.0
431 5.4426 2011-04-01 12.13400 18.0
432 5.4857 2011-04-08 6.11440 18.0
433 5.5036 2011-04-15 9.85800 18.0
434 5.5052 2011-04-22 11.39300 18.0
435 5.5101 2011-04-29 9.54510 18.0
436 5.4935 2011-05-06 12.99600 18.0
437 5.5244 2011-05-13 8.83800 18.0
438 5.5015 2011-05-20 8.81900 18.0
439 5.5059 2011-05-27 10.80500 18.0
440 5.5142 2011-06-03 11.08700 18.0
441 5.5896 2011-06-10 7.20970 18.0
442 5.5319 2011-06-17 10.11400 18.0
443 5.5354 2011-06-24 11.29400 18.0
444 5.5589 2011-07-01 11.43900 18.0
445 5.5371 2011-07-08 13.29700 18.0
446 5.5686 2011-07-15 11.61900 18.0
447 5.5670 2011-07-22 12.73800 18.0
448 5.6439 2011-07-29 14.95600 18.0
449 5.6940 2011-08-05 16.48600 18.0
450 5.6338 2011-08-12 16.06000 18.0
451 5.6322 2011-08-19 11.38900 18.0
452 5.6545 2011-08-26 10.69200 18.0
453 5.7226 2011-09-02 14.71100 18.0
454 5.7256 2011-09-09 14.09600 18.0
455 5.7185 2011-09-16 13.03500 18.0
456 5.7454 2011-09-23 11.81800 18.0
457 5.8026 2011-09-30 14.49800 18.0
458 5.8097 2011-10-07 10.76800 18.0
459 5.7557 2011-10-14 13.91800 18.0
460 5.8051 2011-10-21 8.84760 18.0
461 5.8297 2011-10-28 8.37600 18.0
462 5.7679 2011-11-04 12.57400 18.0
463 5.8322 2011-11-11 11.26200 18.0
464 5.8059 2011-11-18 11.11100 18.0
465 5.8491 2011-11-25 12.91700 18.0
466 7.4509 2011-12-02 2.43560 18.0
467 7.1933 2011-12-09 5.87070 18.0
468 6.3294 2011-12-16 2.31850 18.0
469 5.8866 2011-12-23 11.12900 18.0
470 6.1258 2011-12-30 4.78220 18.0
471 3.6297 2011-01-06 2.92880 20.0
472 3.3468 2011-01-13 9.59030 20.0
473 3.8969 2011-01-20 -1.45990 20.0
474 3.8649 2011-01-27 3.49050 20.0
475 3.7189 2011-02-03 6.15450 20.0
476 4.5689 2011-02-10 8.87270 20.0
477 4.8594 2011-02-17 4.61980 20.0
478 4.8374 2011-02-24 7.66730 20.0
479 5.2294 2011-03-03 -0.73976 20.0
480 5.3550 2011-03-10 9.08700 20.0
481 5.5199 2011-03-17 6.57230 20.0
482 5.5185 2011-03-24 4.21580 20.0
483 5.5391 2011-03-31 9.55530 20.0
484 5.5010 2011-04-07 10.24900 20.0
485 5.5107 2011-04-14 8.15550 20.0
486 5.5052 2011-04-21 9.75940 20.0
487 5.5200 2011-04-28 6.43770 20.0
488 5.5096 2011-05-05 10.70900 20.0
489 5.5201 2011-05-12 9.11810 20.0
490 5.5574 2011-05-19 8.26810 20.0
491 5.5375 2011-05-26 11.65000 20.0
492 5.5331 2011-06-02 13.10500 20.0
493 5.5330 2011-06-09 11.09500 20.0
494 5.5517 2011-06-16 12.63000 20.0
495 5.5645 2011-06-23 12.66100 20.0
496 5.5771 2011-06-30 9.57130 20.0
497 5.5920 2011-07-07 13.84300 20.0
498 5.5822 2011-07-14 10.93200 20.0
499 5.6023 2011-07-21 13.44100 20.0
500 5.6408 2011-07-28 13.41700 20.0
501 5.6308 2011-08-04 14.81500 20.0
502 5.6300 2011-08-11 16.33900 20.0
503 5.6460 2011-08-18 10.04300 20.0
504 5.6596 2011-08-25 11.87600 20.0
505 5.6706 2011-09-01 11.71000 20.0
506 5.6735 2011-09-08 11.84600 20.0
507 5.6815 2011-09-15 12.17800 20.0
508 5.6948 2011-09-22 11.90200 20.0
509 5.6955 2011-09-29 17.07200 20.0
510 5.7011 2011-10-06 13.21700 20.0
511 5.7241 2011-10-13 12.01300 20.0
512 5.7566 2011-10-20 3.75340 20.0
513 5.7440 2011-10-27 8.76700 20.0
514 5.7583 2011-11-03 13.96900 20.0
515 5.7599 2011-11-10 13.03200 20.0
516 5.7876 2011-11-17 8.26000 20.0
517 5.7958 2011-11-24 12.02100 20.0
518 5.8690 2011-12-01 9.64050 20.0
519 7.2601 2011-12-08 4.99180 20.0
520 6.4506 2011-12-15 3.73240 20.0
521 5.9143 2011-12-22 12.69300 20.0
522 6.2010 2011-12-29 7.12550 20.0
523 3.7158 2011-01-05 5.66070 22.0
524 3.3825 2011-01-12 4.42930 22.0
525 3.9394 2011-01-19 0.04384 22.0
526 3.8967 2011-01-26 5.33010 22.0
527 3.8006 2011-02-02 4.74030 22.0
528 4.6272 2011-02-09 6.48010 22.0
529 4.8906 2011-02-16 5.92770 22.0
530 4.8437 2011-02-23 7.15490 22.0
531 5.2401 2011-03-02 1.52250 22.0
532 5.2371 2011-03-09 6.46400 22.0
533 5.4725 2011-03-16 6.49500 22.0
534 5.5676 2011-03-23 4.01320 22.0
535 5.5634 2011-03-30 10.23300 22.0
536 5.5158 2011-04-06 12.10300 22.0
537 5.5711 2011-04-13 5.66120 22.0
538 5.5681 2011-04-20 7.94430 22.0
539 5.5749 2011-04-27 9.66080 22.0
540 5.5829 2011-05-04 5.13940 22.0
541 5.5900 2011-05-11 12.00800 22.0
542 5.5885 2011-05-18 13.42900 22.0
543 5.6147 2011-05-25 7.96200 22.0
544 5.6210 2011-06-01 8.94920 22.0
545 5.6379 2011-06-08 10.58700 22.0
546 5.6279 2011-06-15 14.82200 22.0
547 5.6317 2011-06-22 13.28300 22.0
548 5.6570 2011-06-29 10.09900 22.0
549 5.6468 2011-07-06 14.30500 22.0
550 5.6739 2011-07-13 13.44700 22.0
551 5.6677 2011-07-20 13.27900 22.0
552 5.6808 2011-07-27 16.17600 22.0
553 5.6797 2011-08-03 15.40500 22.0
554 5.7022 2011-08-10 11.20800 22.0
555 5.7044 2011-08-17 10.92000 22.0
556 5.7113 2011-08-24 13.57000 22.0
557 5.7130 2011-08-31 12.35700 22.0
558 5.7259 2011-09-07 13.77500 22.0
559 5.7374 2011-09-14 13.05900 22.0
560 5.7435 2011-09-21 11.50800 22.0
561 5.7419 2011-09-28 15.44600 22.0
562 5.7606 2011-10-05 15.41900 22.0
563 5.7488 2011-10-12 12.46600 22.0
564 5.7847 2011-10-19 8.04520 22.0
565 5.7825 2011-10-26 9.85760 22.0
566 5.7979 2011-11-02 9.94480 22.0
567 5.7828 2011-11-09 9.83490 22.0
568 5.8190 2011-11-16 7.18460 22.0
569 5.8245 2011-11-23 3.36370 22.0
570 5.8462 2011-11-30 6.19500 22.0
571 6.8035 2011-12-07 5.57610 22.0
572 6.6398 2011-12-14 5.46150 22.0
573 5.8833 2011-12-21 6.02540 22.0
574 6.0826 2011-12-28 8.87860 22.0
575 3.7401 2011-01-04 -0.87434 24.0
576 3.2508 2011-01-11 7.57030 24.0
577 3.8161 2011-01-18 4.65410 24.0
578 3.8529 2011-01-25 7.24100 24.0
579 3.7638 2011-02-01 2.03130 24.0
580 4.5356 2011-02-08 4.28250 24.0
581 4.6182 2011-02-15 2.09610 24.0
582 4.7871 2011-02-22 4.52120 24.0
583 5.1305 2011-03-01 4.09410 24.0
584 5.2040 2011-03-08 -0.97393 24.0
585 5.4503 2011-03-15 5.77950 24.0
586 5.4623 2011-03-22 4.84410 24.0
587 5.4744 2011-03-29 4.10630 24.0
588 5.4610 2011-04-05 10.80000 24.0
589 5.4958 2011-04-12 7.07030 24.0
590 5.4913 2011-04-19 9.72580 24.0
591 5.4967 2011-04-26 11.22400 24.0
592 5.5384 2011-05-03 7.08340 24.0
593 5.5223 2011-05-10 10.99000 24.0
594 5.5361 2011-05-17 12.02200 24.0
595 5.5549 2011-05-24 9.37830 24.0
596 5.5721 2011-05-31 7.85870 24.0
597 5.5697 2011-06-07 9.30420 24.0
598 5.5709 2011-06-14 10.07000 24.0
599 5.5695 2011-06-21 15.00500 24.0
600 5.5792 2011-06-28 13.74500 24.0
601 5.5783 2011-07-05 17.47700 24.0
602 5.5969 2011-07-12 15.32100 24.0
603 5.6055 2011-07-19 13.27000 24.0
604 5.6135 2011-07-26 11.90700 24.0
605 5.6078 2011-08-02 17.43300 24.0
606 5.6343 2011-08-09 13.26100 24.0
607 5.6386 2011-08-16 13.34400 24.0
608 5.6365 2011-08-23 16.62600 24.0
609 5.6493 2011-08-30 13.30700 24.0
610 5.6607 2011-09-06 14.72500 24.0
611 5.6561 2011-09-13 14.77800 24.0
612 5.6629 2011-09-20 15.70200 24.0
613 5.6921 2011-09-27 11.22700 24.0
614 5.6948 2011-10-04 13.29700 24.0
615 5.6826 2011-10-11 16.68600 24.0
616 5.7206 2011-10-18 7.88400 24.0
617 5.7105 2011-10-25 13.14200 24.0
618 5.6953 2011-11-01 13.24000 24.0
619 5.7325 2011-11-08 10.43400 24.0
620 5.7176 2011-11-15 9.17300 24.0
621 5.7275 2011-11-22 9.06990 24.0
622 5.7293 2011-11-29 12.74600 24.0
623 5.7733 2011-12-06 4.43310 24.0
624 6.7186 2011-12-13 9.05250 24.0
625 5.8346 2011-12-20 7.67070 24.0
626 5.9464 2011-12-27 10.47900 24.0
«Сходство» зависит от проблемы. Исходя из того, что вы пишете, у меня есть ощущение, что оценка кросс-спектров и когерентности может быть хорошим способом для продолжения, по крайней мере, если ваши ряды являются стационарными и достаточно длинными. Другие ссылки, которые мне могут пригодиться и которые могут иметь отношение к вашей проблеме, а могут и не относиться к ним:
источник
Кросс-спектры - это просто преобразование Фурье функции взаимной корреляции. Кросс-корреляция должна быть высокой при лаге 0 и может уменьшаться с увеличением разницы во времени между сериями. Это должно быть сделано, если обе серии являются стационарными. Если есть тренды или сезонные изменения температуры, вы можете подогнать временные тренды или функции косинуса к двум рядам и искать сходства в коэффициентах модели. Для стационарных серий то же самое можно сделать для встроенных моделей ARMA. У лучших серий фитингов одинаковые порядки p и q? Если да, насколько близки оценки параметров?
источник