I have two continuous time series of discrete events. The data from them are timestamps of occurences, e.g.
X = ['13:28', '18:35', '19:22', '19:58'] Y = ['14:28', '15:35', '19:11']
Basic simple approach:
Discretize the occurrences (e.g. indicating if during a specific hour, the event happened).
Apply Jaccard on the discretized data.
I am wondering if there is any more sophisticated approach. The major problem is the information loss at discretization.