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...o variables measured simultaneously, but at different intervals. The variables are not independent, so the patterns in the times series are very similar (one variable goes up when the other goes up, etc). For example, let's pretend my data look something like this (but with more noise)... var1_times<-c(0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10) var1_values<-c(0, 0.5, 1.0, 1.5, 2.0, 2.5, 2.0, 1.5, 1.0, 0.5, 0) var2_times<-c(0, 2, 5.0, 7, 10.0) var2_values<-c(50, 55, 60, 55, 50) Note that var2 is always sampled at a time when a corresponding var1 measurement was taken, but some var1 mea...