'Reconstruct values of timeseries using second timeseries and overlapping calibration window
I have two sensors that measure same physical quantity (fe. temperature), but their measurements are slightly different. On top of that sensor 1 has only measurements from time 0.0 to 0.6, sensor 2 has measurements ranging from 0.4 to 1.0. Both sensors have same frequency of 0.01.
I would like to compare values of sensors 1 and 2 in overlapping window of 0.4 to 0.6 and then reconstruct values of sensor 2 for time 0 to 0.4 based on values of sensor 1 in given window.
As I can't figure out how to describe this problem in few words my Google search was unsuccessful.
Do you know of any techniques that I could use for this problem?
My naive approach is to change mean and variance of sensor 1 in window from 0 to 0.4 to based on difference of sensor 1 and sensor 2 in overlapping window.
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