Re: [boost] [ANN] Boost.Time_series: feedback requested

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. 

<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