1. A computer-implemented method comprising: providing, to a display, a first graphical user interface element for creating a time series object in an object-oriented programming environment to encapsulate a time-indexed sequence of data; receiving, via the first graphical user interface element, an identification of at least one source for data values and time indices for the data values in the time-indexed sequence of data; creating the time series object, the time series object including: the data values, interpolation method information for identifying an interpolation method to be deployed in re-sampling the time-indexed sequence of data, the time indices, and object methods for operating on the data values to manipulate or analyze the time-indexed sequence of data; and linking, based on the creating, the interpolation method to the time-indexed sequence of data in the time series object, the linking: creating a relationship between the interpolation method and the time-indexed sequence of data in the time series object, and storing the interpolation method along with the time-indexed sequence of data in the time series object to maintain the relationship.