Interpolating Large Datasets On the Fly

Posted by Karl on Stack Overflow See other posts from Stack Overflow or by Karl
Published on 2010-03-25T11:11:27Z Indexed on 2010/03/25 11:13 UTC
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collections

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interpolation

Interpolating Large Datasets

I have a large data set of about 0.5million records representing the exchange rate between the USD / GBP over the course of a given day.

I have an application that wants to be able to graph this data or maybe a subset. For obvious reasons I do not want to plot 0.5 million points on my graph.

What I need is a smaller data set (100 points or so) which accurately (as possible) represents the given data. Does anyone know of any interesting and performant ways this data can be achieved?

Cheers, Karl

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