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SciRuby / daru

Data Analysis in RUby
BSD 2-Clause "Simplified" License
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Resampling timeseries data #481

Open FourSeventy opened 5 years ago

FourSeventy commented 5 years ago

I want to resample a vector containing timeseries data into one with discrete time intervals. I'm having trouble figuring out if this is possible in daru.

For example if I have a data set like this

  [DateTime.new(2014,5,15,9), 56],
  [DateTime.new(2014,5,16,9,6), 57],
  [DateTime.new(2014,5,19,8,57), 61]

I want to resample it to look like this

2014-05-15T09:00:00+00:00: 56.0                 # exact value
2014-05-16T09:00:00+00:00: 56.995496729398646   # interpolated value
2014-05-17T09:00:00+00:00: 58.18937752978536    # interpolated value
2014-05-18T09:00:00+00:00: 59.55365781173006    # interpolated value
2014-05-19T09:00:00+00:00: 61.0030489943531     # extrapolated value

Thank you