Imagine we wanted to discover potential correlation between 2 devices, and these devices are characterized by a number of individual metrics, each having their own time series.
For example a single device might have 3 metrics like this (Device A):
...and another device might have its own set of readings for the same metrics (Device B):
How might one discover the correlation between these 2 devices? Obviously this is more complicated than looking for correlation between 2 time series since each device has multiple time series. Are there techniques for finding the correlation between 2 groups of time series?