[SciPy-User] scikits.timeserie converting to higher frequency w/ interpolation option
Thu Nov 18 10:21:21 CST 2010
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.
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