I use a PC to record time series of some physical property. The problem is that, for some reason, I did not record the time series as a whole, rather I record first segment, then second, third, etc. Each segment is 500,000 points, representing ~30 min. However, they are not strictly consecutive: between each segment and the other there will be a 'lag', or missing points, equal to a few seconds.
Since the number of missed points is too small compared to the total number of samples for each segment, can I simply concatenate the segments and treat them as a single time series? At the end I will be interested in doing FFTs, histograms, etc.