Numerical Integration of a dataset (what is the best method?)

[FrogPad]

Main Question or Discussion Point

If I have a vector of data that is equally spaced in time. What is the best numerical method for integrating this data?

 

[Topher925]

The best method is determined by the nature of the data, ie. the quantity, quality, and general behavior (linear, quadratic, exponential), etc.

 

[minger]

Do some searches on the Finite Volume method and integration approaches. Lots of work is done in CFD/CSD coming up with stable, conservative approaches. It might be a little bit overkill than say, the trapezoid rule, but if you're looking for high-accuracy, that'd be the way to go.