Interpolate

Interpolate(Input: ITimeSeries,
            Method: MsInterpolateType,
            TargetFrequency: MsFrequency,
            Power: Integer,
            Period: IMsPeriod,
            MissingData: MissingDataMethod,
            NumberOfPoints: Integer,
            SpecifiedValue: Double,
            AdditionalSeries: ITimeSeries)

Parameters

Power. Polynomial degree. The parameter is used at polynomial interpolation. Optional parameter. The parameter is set to 3 by default.

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. The parameter is set to MissingDataMethod.None - missing data is not treated by default.

NumberOfPoints. Additional parameter for missing data treatment method. It can take only positive values. It can take only positive values. Optional parameter. The parameter is set to 1 by default.

SpecifiedValue. The value, with which missing data is substituted by the MissingDataMethod.SpecifiedValueValue method. Optional parameter. The parameter is set to 0 by default.

AdditionalSeries. The series that is used to substitute missing data by the methods: MissingDataMethod.Pattern Pattern "Pattern" and MissingDataMethod.Overlay "Overlay". Optional parameter. By default the parameter is set to Null.

Description

Comments

On data interpolation the following calendar frequency settings are taken into account: start period offset relative to its start/end.

The period under consideration: first two weeks of May 2012.

Interpolation method: equal.

Calendar frequency settings: input variable contains weekly and daily frequencies; week start offset is not used; daily frequency contains days from Monday to Friday. Disaggregation result:

Week	Period start date	Day of the week	Initial value	Calculated value
1st week	May 7 2012	Monday	1
	May 7 2012	Monday		0.20
	May 8 2012	Tuesday		0.20
	May 9 2012	Wednesday		0.20
	May 10 2012	Thursday		0.20
	May 11 2012	Friday		0.20
2nd week	May 14 2012	Monday	2
	May 14 2012	Monday		0.40
	May 15 2012	Tuesday		0.40
	May 16 2012	Wednesday		0.40
	May 17 2012	Thursday		0.40
	May 18 2012	Friday		0.40

Calendar frequency settings: input variable contains weekly and daily frequencies; week start is offset on 3 days forward; daily frequency contains days from Monday to Friday. Disaggregation result:

Week	Period start date	Day of the week	Initial value	Calculated value
1st week	May 2 2012	Wednesday	1
	May 2 2012	Wednesday		0.20
	May 3 2012	Thursday		0.20
	May 4 2012	Friday		0.20
	May 7 2012	Monday		0.20
	May 8 2012	Tuesday		0.20
2nd week	May 9 2012	Wednesday	2
	May 9 2012	Wednesday		0.40
	May 10 2012	Thursday		0.40
	May 11 2012	Friday		0.40
	May 14 2012	Monday		0.40
	May 15 2012	Tuesday		0.40

The NumberOfPoints parameter is used for the following methods of missing data treatment:

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 is used in model variable-based formulas of modeling container.

Interpolate

Syntax

Parameters

Description

Comments

Example