[SciPy-user] Interpolation and Extrapolation

[Jose Luis Gomez Dans]

Hi!
I want to interpolate and smooth a regular time series, with gaps.  Gaps in
the middle of the series are not a problem, as I want to have a periodic
temporal sampling, and I can interpolate those points. However, I cannot
extrapolate points which are in the extrema using the interpolate package
(doh!). A first step is to use the nearest neighbour, but what´s the most
efficient way of doing this? Is there a way of flagging the gaps (at the
moment, they are set to zero), and using maybe interpolate.interp1d to get a
first estimate of the time series prior to smoothing?

Many thanks!
Jose

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