[SciPy-User] scikits.timeserie converting to higher frequency w/ interpolation option

Pierre GM pgmdevlist@gmail....
Thu Nov 18 10:27:46 CST 2010


On Nov 18, 2010, at 5:21 PM, Solomon Negusse wrote:

> Hi All,
> I have time series data of monthly values that I have to change to daily frequency. I tried ts.convert(series, 'D', position='START) and in the resulting daily series, apart from the first day, all values are masked. For my purposes, I'd like to interpolate between the monthly values (either linear or step interpolation) to fill  the daily values. I'd appreciate some help in getting to do this.


Solomon,
Please check
http://pytseries.sourceforge.net/lib.interpolation.html

Let me know if you have any other question.
P.


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