[R] Interpolating / smoothing missing time series data

Thomas Petzoldt thpe at hhbio.wasser.tu-dresden.de
Thu Sep 8 08:17:10 CEST 2005

Francisco J. Zagmutt wrote:
> I don't have much experience in the subject but it seems that library(akima) 
> should be useful for your problem. Try library(help="akima") to see a list 
> of the functions available in the library.
> I hope this helps
> Francisco

Yes, function aspline() of package akima is well suited for such things: 
no wiggles like in spline() and less variance reducing than approx(). 
But in any case: excessive interpolation will definitely lead to biased 
results, in particular artificial autocorrelations.

If ever possible, David should look for methods, capable of dealing with 
missing data directly.

Thomas P.

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