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I have some data that was collected at irregular intervals, and I want to estimate the values on a regularly spaced time grid, so that I can take FFTs etc. I've not had to do this much before, and I'm wondering if there is an "industry standard" or best algorithm to use? I'm currently using the Matlab function pchip, but that's only because that's the first function I found.

Does it matter how my data is distributed, or is there a one size fits all function?

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  • $\begingroup$ Would it be possible for you to give an example? $\endgroup$ – Tom Kealy Sep 12 '13 at 21:59

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