I need to evaluate the correlation between some measured signals. Those signals are for example current, temperatures at various points, vehicle speed and torque from an electric motor in a vehicle. I have them as timeseries-objects. Now what I want is to know which signals are the most correlated ones with my temperaturesignal of the motor. (for later to make a temperature-model, to see which I should include in the model) I already tried to use pearsons correlation coefficient which worked for some signals, but not for the correlation between the temperature and the power loss, which should be correlated by physical nature.
corrcoef -> correlation of 0.029 in first data set
In this image you can see the power loss and the temperature. Everytime the loss is high, the temperature rises slightly, but how can I measure this dependence? What would be a good way to get the correlation between a low-frequent temperature signal and a fast one like voltage and current? Do I need to modify my signal with a lowpass filter?
I also tried xcorr without shifting, but then the speed of the vehicle is more correlated than my power loss, that doesnt seem like the right way either.