Interpolating timeseries

Question

I have a time series problem which I hope someone can help with!

The problem revolves around two sets of data with different time stamps. One set of data contains ca

Answer 1

You can also use approx function like this and it will be much easier. Just make sure that you are working with data frames. Also, make sure that format of the column in calibration and sample data-set are the same by using as.POSIXct.

 calib <- data.frame(calib); sample <- data.frame(sample)

 IPcal <- data.frame(approx(calib$time,calib$value, xout = sample$time, 
                 rule = 2, method = "linear", ties = mean))

 head(IPcal)

#                x        y
#1 2017-03-22 01:00:52 252.3000
#2 2017-03-22 01:03:02 251.1142
#3 2017-03-22 01:05:23 249.9617
#4 2017-03-22 01:07:42 252.7707
#5 2017-03-22 01:10:12 255.6000

Read more about approx on approxfun documentation.