Hello,

I have 1min data that has some missing data, repetitive data, etc. The time value, in minutes, sometimes repeats, or doesn't exist, or goes backwards. Can anyone think of an algorithm that'll convert all this into 5min data as accurately as possible?

I thought about taking all the time values that end in 0 or 5 (5 minute data) and getting the highest and lowest values in between to get the high and low, but you must realize that some of these points are missing, and so the result would be heavily flawed.

I have 1min data that has some missing data, repetitive data, etc. The time value, in minutes, sometimes repeats, or doesn't exist, or goes backwards. Can anyone think of an algorithm that'll convert all this into 5min data as accurately as possible?

I thought about taking all the time values that end in 0 or 5 (5 minute data) and getting the highest and lowest values in between to get the high and low, but you must realize that some of these points are missing, and so the result would be heavily flawed.