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. So the best interpolation function in my reasearch was sinc256, written on the very bottom of this webpage: http://www.path.unimelb.edu.au/%7Edersch/interpolator/interpolator.html In firefox this formula is displayed wrongly, the '1/4' symbols should be replaced with PI. That webpage is about image interpolation in 2D. But it's plain simple to use it in 1D. Simply assume y=0. Sinc256 will require 16 data points around the interpolated value (8 on left, 8 on right). Another a bit worse interpolation is spline36 (also on that webpage), it will need 6 points around the value (3 on left, 3 on right). This is for you, just for the future reference, when you will decide that you need some interpolation function for your library :) -- Janek Kozicki |