Example of data interpolation from weekly to daily frequencyInterpolate(Input: ITimeSeries,
Method: MsInterpolateType,
TargetFrequency: MsFrequency,
Power: Integer,
Period: IMsPeriod,
MissingData: MissingDataMethod,
NumberOfPoints: Integer,
SpecifiedValue: Double,
AdditionalSeries: ITimeSeries)
Input. Input variable.
Method. Interpolation method.
TargetFrequency. Output frequency.
Power. Polynomial degree. The parameter is used at polynomial interpolation. Optional parameter. By default, the parameter is 3.
Period. Period, at which the method is calculated. Optional parameter. By default the parameter is set to Null, the method is calculated at the whole time period.
MissingData. Missing data treatment method. Optional parameter. By default the parameter is set to MissingDataMethod.None - missing data is not treated.
NumberOfPoints. Additional parameter for missing data treatment method. It can take only positive values. It can take only positive values. Optional parameter. By default the parameter is 1
SpecifiedValue. The value, with which missing data is substituted by the MissingDataMethod.SpecifiedValueValue method. Optional parameter. By default the parameter is 0
AdditionalSeries. The series used to substitute missing data by the MissingDataMethod.Pattern Pattern and MissingDataMethod.Overlay Overlay methods. Optional parameter. By default the parameter is set to Null.
It desagregates the variable values.
To interpolate by template, use the InterpolateP function.
On data interpolation the following calendar frequency settings are taken into account: start period offset relative to its start/end.
Example of data interpolation from weekly to daily frequency
The NumberOfPoints parameter is used for the following methods of missing data treatment:
MissingDataMethod.NPointsAverage. N-Point Average. Parameter determines number of neighbor points
PreviousGrowthRate, SucceedingGrowthRate. Previous Growth Rate, Succeeding Growth Rate. The parameter determines the number of periods.
| Formula | Result | Application |
| = Interpolate({Brazil|BCA}, MsInterpolateType.Polynomial, MsFrequency.Quarterly, 3, SetPeriod("01.01.2000", "01.01.2015"), MissingDataMethod.NPointsAverage, 5) |
Data of the Brazil|BCA series is disaggregated for quarterly frequency at the period 2000-2015. Polynomial interpolation of the third order is used with missing data treatment by the N-Point Average method where N = 5. | It can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container. |
| = Interpolate(X1, MsInterpolateType.Linear, MsFrequency.Quarterly, 3, Null, MissingDataMethod.LinTrend) | Data of the X1 factor is disaggregated for quarterly frequency at the whole period by linear interpolation method with the use of missing data treatment by the Linear Trend method. | It can be used in model variable-based formulas of modeling container. |
See also:
Functions Available in Expression Editor │ Aggregation │ IModelling.Interpolate