I stumbled upon this problem too, but haven’t found any solution so far:
-
Here people suggest
Interpolations.jl, but it seems to only work when time is a real value, not a date. - Here TimeSeriesResampler.jl is recommended, but it seems unmaintained and was last updated 5 years ago.
- There’s Resampling.jl, but it’s unmaintained and was last updated 9 years ago.
- DataFrames.jl doesn’t seem to support indexing by date/time and it seems like the devs don’t plan to implement this.
Python’s Pandas has DataFrame.resample. Do no Julia packages provide such functionality?