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I have 2 timeseries representing the energy expenditure of 2 group of patients. Data are sampled every hour. The resulting plots represent indeed the hourly pattern of the EE of the 2 groups.

Is there a statistical test in order to compare (and emphatize differences) between 2 hourly patterns?

Thanks!

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  • $\begingroup$ What kind of differences are of interest? $\endgroup$ Commented Nov 3, 2015 at 10:22
  • $\begingroup$ @Silverfish I created a more detailed question... please have a look at stats.stackexchange.com/questions/179947/… I can't close this one... $\endgroup$ Commented Nov 3, 2015 at 10:25

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Coherence will indicate whether two series have the same frequencies. Phase shift will show what is the phase shift at these frequencies.

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  • $\begingroup$ Would it work if I have only 24 data points (one each hour). $\endgroup$ Commented Nov 2, 2015 at 15:04
  • $\begingroup$ It depends on the pattern. It will certainly not work for any kind of pattern repeating daily or monthly. You can only detect frequencies between once in half hour and once a day. $\endgroup$ Commented Nov 2, 2015 at 15:16
  • $\begingroup$ Could you please have a look at this question? stats.stackexchange.com/questions/179947/… I asked to close the current one since it is very unclear... $\endgroup$ Commented Nov 3, 2015 at 10:05
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You could use Hodrick-Prescott filter to detect trends and cycles (daily or weekly) and compare among the two data series.

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    $\begingroup$ He has just one day data, 24 hourly observations. $\endgroup$ Commented Nov 2, 2015 at 18:06
  • $\begingroup$ Well, in this case one could just make H0: the two have same mean and apply a t-test. Better ideas? $\endgroup$ Commented Nov 3, 2015 at 16:10

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