The problem we're trying to solve
Imagine we have two timeseries, the target and the 'harmonisee'. These two timeseries must overlap for at least one point in time. We want to 'harmonise' the harmonisee to the target, that is make a 'harmonised' timeseries such that, at some join point in time, the harmonised timeseries has the same value and gradient as the target before converging back to matching the harmonisee's value and gradient at some other point in time.
Things that need to be true to close this issue
This is quite a long list, so we will likely need to split it into sub-issues.
Additional context
A very sketchy drawing is below in case it helps jog our memory

The problem we're trying to solve
Imagine we have two timeseries, the target and the 'harmonisee'. These two timeseries must overlap for at least one point in time. We want to 'harmonise' the harmonisee to the target, that is make a 'harmonised' timeseries such that, at some join point in time, the harmonised timeseries has the same value and gradient as the target before converging back to matching the harmonisee's value and gradient at some other point in time.
Things that need to be true to close this issue
This is quite a long list, so we will likely need to split it into sub-issues.
Additional context
A very sketchy drawing is below in case it helps jog our memory