I have several time series that fall within the same time range, but with different sampling rates. The start and end times are the same for all series.
series_a_times = [‘2023-01-01’, ‘2023-01-03’, ‘2023-01-04’, ‘2023-01-08’]
series_b_times = [‘2023-01-01’, ‘2023-01-04’, ‘2023-01-04’, ‘2023-01-08’]
series_c_times = [‘2023-01-01’, ‘2023-01-02’, ‘2023-01-04’, ‘2023-01-08’]
Is there a package that can standardize the sampling rate across these time series and apply interpolation where needed? The desired sampling times are:
series_times = ['2023-01-01', '2023-01-02', '2023-01-03', '2023-01-04', '2023-01-05', '2023-01-06', '2023-01-07', '2023-01-08']
Thanks.