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Interpolate Missing Time-Series Values
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Interpolate Missing Time-Series Values

MediumPython

Problem

Given an array of incomplete, sorted time-series data, interpolate the missing values at the specified interval and return the resulting array.

Implement interpolate_time_series(points, interval), where points is a sorted list of [timestamp, value] pairs. Return every [timestamp, value] pair from the first timestamp through the last, inclusive, using linear interpolation for missing timestamps. Timestamps are integers aligned to the interval, and the input contains at least two points.

Constraints

  • 2 <= len(points) <= 1000
  • 1 <= interval <= 10^9
  • Timestamps are strictly increasing integers
  • Every timestamp difference is a positive multiple of interval
  • -10^9 <= timestamp, value <= 10^9
  • The first and last points define an inclusive interpolation range

Function Signature

def interpolate_time_series(points, interval):
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