I have two distinct signals and I would like to compute their correlation. However, I think that just computing the crosscorrelation does not work here, since the signals are from different sources — also different amplitude, and length.
I would like to see that, for example, if the variance of the first goes up, the same happens for the second one. So, I plotted the variance, but I didn't see much. Are there any other characteristics I could look at? Energy?
By the way, I do it in Python.