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This review illustrates the statistical techniques for interpolation and extrapolation in time series analysis, suggesting enhancements in accuracy.
Gregory C. Chow, An-loh Lin, Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series, The Review of Economics and Statistics, Vol. 53, No. 4 (Nov., 1971), pp. 372-375
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Chow et al. (1971) studied this question.
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