The calendar datas interpolation using Kotelnikov theorems with nonequidistant samples

The unknown for the rest days calendar data used often for technical and economic modeling. The modified Kotelnikov theorem with group samples was proposed for the interpolating. The distance between samples for initial case was increased and fits the five samples in a week. The interpolating series was discussed. The interpolation errors for the constant test function with using two week data was nearly seven per cent. The results for dollar and euro rates was illustrated.