Add correlation of data series

[djlauk]

Given two data series A(t), and B(t) as the input, create a new data series Y by correlating A and B, i.e.

# pseudocode
correlate(A, B):
  result := empty list

  for ptX in A:
    ptY := find point in B with ptY.t = ptX.t
    if no point found: continue
    point := { x = ptX.value, y = ptY.value }
    result += point

  return result