title: Interpolation from irregular grid to regular grid
body: <p>I have some 1D data (time series data) that is sampled irregularly; i.e., non-constant sample rate. I would like transform these data into a regularly sampled (uniform sample rate) time series. I have used linear interpolation in an attempt to accomplish this; however, this is not very effective when there is a large variation in the time between samples. This is no surprise. I have also attempted some <em>ad hoc</em> methods that again are not very effective.</p>
  
  <p>I have looked at several papers on the use of <strong>matching pursuit</strong> for interpolation over irregular grids; but, how this approach could be used to obtain samples over a regular grid is not clear to me (at least not yet).</p>
  
  <p>I would appreciate any suggestions on algorithms for interpolation from irregular grids to regular grids (1D data).</p>