From: Eric Niebler (eric_at_[hidden])
Date: 2006-12-12 15:53:53
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.
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
Boost list run by bdawes at acm.org, gregod at cs.rpi.edu, cpdaniel at pacbell.net, john at johnmaddock.co.uk