Janek Kozicki wrote:
Eric Niebler said: (by the date of Tue, 12 Dec 2006 09:59:19 -0800)
What we need is an interpolating adapter. It would wrap a TimeSeries of one discretization and make it look like it has a different discretization, interpolating on the fly. Probably wouldn't be too hard.
Apart from lienar interpolation there are several others available. In my research I needed to find "the best" interpolation function. If you want to know what is the criterion of "the best", I can send you a .pdf of my article that will soon appear in some journal.
<snip> Yes, there are all kinds of ways to do the interpolation. Clearly an interpolation TimeSeries adapter should be parameterized on the interpolation policy, perhaps defaulting to linear. Thanks for the reference! -- Eric Niebler Boost Consulting www.boost-consulting.com