Signal correlation - matching specific points
I'm no expert with signal processing but my first attempt to solve the complexity issue would be to downsample the time series. For instance if you resample a 10k points series to say 100 points, methods such as DTW can be applied to get a first approximation of the &quot;global&quot; similarity between 2 signals. This would take much less time than comparing the full time series, and then based on the result (for instance using a threshold) only the pairs of signals with high similarity would be compared fully. In other words, the first step acts as a filter so that only a subset of the pairs need a detailed comparison.