title: Is there a lightweight database system that supports interpolation and gaps in time-series data?
body: <p>I need to implement a system for storing timestamped sensor data from several devices on an embedded platform. According to <a href="https://stackoverflow.com/questions/4814167/storing-time-series-data-relational-or-non">this related question</a>, a relational database is the preferred solution for storing that kind of data and I have therefore been looking at <a href="http://www.sqlite.org/" rel="nofollow noreferrer">SQLLite</a>.</p>
  
  <p>However, I also need the database to be able to answer questions such as "What was the indoor temperature on Sep 12 at 13:15", even if the sensor data was not recorded precisely at that time. In other words, I need the database to be able to handle interpolation. As far as I could tell, SQLite cannot handle this, nor can the usual suspects (MySQL, PostgreSQL).</p>
  
  <p>In addition, I would also need the database to be able to detect gaps in the data.</p>
  
  <p><a href="https://stackoverflow.com/questions/8816429/is-there-a-powerful-database-system-for-time-series-data">This related question</a> seems to deal with mainframe-ish databases and not with embedded ones.</p>
  
  <p>Therefore: <strong>Is there a database system suitable for embedded platforms that supports the "usual" operations one might want to perform on time-series data?</strong></p>