A consistent interpolation technique, applicable to data series, is pr
esented. Demonstrative examples are given where consistency is defined
as conservation of mean or of second-order moment; the interpolants a
re linear or spline functions. The choice of interpolants can be exten
ded to other desired definitions. The method is based on an iterating
technique that forces the interpolant to satisfy the consistency const
raint. The method works for an evenly spaced series and does not suppo
se periodicity. The method is applied to interpolate monthly series of
sea surface temperature from yearly sampled values; it is shown that
the method provides satisfactory results.