When working with multiple time series, joining them typically involves aligning records by timestamp. This can serve two purposes:
- Combine metrics: Add additional measurements from different sources.
- Extend time span: Append data to create a longer series.
Key Consideration: Granularity
- The time granularity of each series matters when joining.
- If one series has hourly data and another has daily data, you must decide how to aggregate or resample before the join.
Clock Skew
- Clock skew occurs when timestamps do not perfectly align across sources.
- A common solution is to truncate or round timestamps to the desired precision (e.g., nearest minute, hour).
Related Analysis Patterns