How to transform discrete data into continous function ? I am working extensively with time series data and I would like to reduce amount of data in our frontend application. It would be cool to generate function which would match to our discrete data series.
Input data :
time value (between 0 and 10000, 2 scale precision)
00:00:01 5121.57
00:00:02 3200.0
00:00:03 4421.56
00:00:04 7833.10
etc...
Output :
value = function_generated_from_timeseries(time)
(I don't need really precise representation)
What mathematical approach and methods should I study ?
The easiest way is to put data into Matlab, scatterplot your data, and interpolate with a cubic spline.
Otherwise, depending on the shape, you could use polynomial\trigonometric interpolation. Consider also the opportunity to connect pionts by plotting segments between them, if the grid is not coarse.
I reckon to read something about linear interpolation.