Spline Interpolation of Monthly Time Series Data

This model demonstrates a cubic spline interpolation of monthly time series values into daily values for 1 or more years. A cubic spline is constructed using 3rd order polynomials that pass through a set of control points. The 2nd derivative of each polynomial is set to zero at the end points to provide boundary conditions. A tridiagonal system is solved to develop coefficients for the polynomials. This model only requires that the time series data be entered as cumulative amounts.

If you plan to use this model, please make sure to download both the gsm file and the DLL then save the DLL in the same directory as the model file.

Download the model file and DLL used to calculate the spline interpolation: