Interpolation

[buybackoff]

This project has a liberal license and a big number of interpolation methods that could be easily adapted for series: https://github.com/ratesquant/ACQ

Since by definition the observed nodes do not change during interpolation, we need to implement only TryGetValue special method, movements are just over original data.

May need a moving window to avoid loading a lot of data in memory. Most methods require a limited number of points anyway.

(Major methods are already in Math.NET, in ACQ project interesting ones are 2D and scatter ones)