I have several time series, i.e. I have measured a couple of signals over 15min. Each signal is sampled several times each second but the timestamps of the different signals are not equal. Let's say we start at time 0s. For example, signal one has the following (timestamp, values):
Signal two has the following (timestamp, values):
How can I now calculate the correlation of the values of these time series in e.g. python or Matlab? If the values would be always at the same timestamps I could calculate just the correlation between the individual values but unfortunately the values are not at the same timestamps.