Question: Given two time series whose amplitudes are periodic, what measures could i use to quantify the similarity between them ignoring any phase difference?
Specifically, i am looking for measures to quantify the similarity between two time series whose amplitude is an angle (which is periodic) ignoring any differences in phase.
Below is an example of two such time series
Notice that the two signals seem quite similar barring the phase difference
Approach so far
Since i want to ignore any phase differences between them, my idea was to compare their power spectrums. Shown below is an overlay of the power spectrums (also in log scale) of the two signals shown above.
Notice that their power spectra look quite similar. Would pearson's correlation be a good measure to quantify this similarity?
Another idea i have is to compute the cross-correlation of the two signals in time domain and use its maximum value to quantify their similarity ignoring phase.
But neither of these two approaches account for the periodic nature of the amplitude.