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I have some time series data consisting of several people with certain indexes according to time. It looked like this:

person 1
time index1 index2
9:05   3.2    40
9:25   5.0    30
9:55   4.1    50
...
person 2
time index1 index2
9:10   4.5    20
9:30   3.8    60
9:50   4.2    40
...

The time interval is same however the start time, duration time and the end time is different.

The goal is to estimate index2 based on time and index1.

I believe there is certain pattern behind the data in total, say there should be similar cycles and trends but got stuck since what I often confronted was simply one person situation with exact start time and end time. What should I do to deal with this kind of time series problem or any guidance I could refer to? Any help will be appreciated.

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Time series with same variables but different respondents

Estimating same model over multiple time series

Maul Seil
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