I have some minute-bar data which my professor suggested I resample to 5 minute bars and then separate it into timeseries per bar period. For example, I get one time series for 12:00, another one for 12:05 etc. Then a single timeseries would have changing date component but the time would be the same:
date,price 2019-12-02 12:05:00, 10.10 2019-12-03 12:05:00, 10.35 2019-12-04 12:05:00, 11.18 2019-12-05 12:05:00, 11.90 2019-12-06 12:05:00, 10.30
He then suggested I do a linear regression between these timeseries suggesting this would help me find patterns. Before I speak to him further about this, I would be interested to learn more on how one uses linear regression to uncover patterns.