Interpolation

The scikits.timeseries.lib.interpolate submodule contains functions for interpolating and filling missing values in MaskedArray’s and TimeSeries objects.

forward_fill(marr, maxgap=None)

Forward fills masked values in a 1-d array when there are less maxgap consecutive masked values.

Parameters:

marr : MaskedArray

Series to fill

maxgap : {int}, optional

Maximum gap between consecutive masked values. If maxgap is not specified, all masked values are forward-filled.

Examples

>>> x = ma.arange(20)
>>> x[(x%5)!=0] = ma.masked
>>> print x
[0 -- -- -- -- 5 -- -- -- -- 10 -- -- -- -- 15 -- -- -- --]
>>> print forward_fill(x)
[0 0 0 0 0 5 5 5 5 5 10 10 10 10 10 15 15 15 15 15]

backward_fill(marr, maxgap=None)

Backward fills masked values in a 1-d array when there are less than maxgap consecutive masked values.

Parameters:

marr : MaskedArray

Series to fill

maxgap : {int}, optional

Maximum gap between consecutive masked values. If maxgap is not specified, all masked values are backward-filled.

Examples

>>> x = ma.arange(20)
>>> x[(x%5)!=0] = ma.masked
>>> print x
[0 -- -- -- -- 5 -- -- -- -- 10 -- -- -- -- 15 -- -- -- --]
>>> print backward_fill(x)
[0 5 5 5 5 5 10 10 10 10 10 15 15 15 15 15 0 0 0 0]

interp_masked1d(marr, kind='linear')

Interpolates masked values in an array according to the given method.

Parameters:

marr : MaskedArray

Array to fill

kind : {‘constant’, ‘linear’, ‘cubic’, quintic’}, optional

Type of interpolation