Essentially, I have 6 different data time series that were each generated first using an industry standard methodology (call it method m.A) and then again using my technique (call it method m.B). Basically, I want to demonstrate that different artifacts in the time series at different times are more distinguishable using m.B, i.e. there exists lots of overlap at the desired artifacts in m.A. Hence, do you guys have any good ideas on ways to demonstrate the similarity of m.A and the distinguishability of m.B. Currently, my ideas relate to covariance matrices, auto-correlation, etc.
Would appreciate any input.