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I have two time series. I want to evaluate if two time series are different enough in one window or space of time. The objective is to trigger an alert when one time series divert significantly from the other. I attach one example where the blue line has a small bump that the red line doesn't. How can I statistically evaluate that this gap is high enough to consider that from 12:00 to 15:00 there has been a deviation?
This may seem as a duplicate for How to statistically compare two time series? but I don't want to compare the whole time-series sequence but rather segments or windows of it.