Here is the complete solution:
The usage of the last command of linear interpolation solves the issue
> Lines <- "D1,Value
+ 1,20/11/2014 16:00,0.00
+ 2,20/11/2014 17:00,0.01
+ 3,20/11/2014 19:00,0.05
+ 4,20/11/2014 22:00,0.20
+ 5,20/11/2014 23:00,0.03"
> ts1 <- read.csv(text = Lines, as.is = TRUE)
> library(zoo)
> z <- read.zoo(ts1, tz = "", format = "%d/%m/%Y %H:%M")
>
> z0 <- zoo(, seq(start(z), end(z), "hours"))
> zz <- merge(z, z0)
> interpolated <- na.approx(zz)
> interpolated
2014-11-20 16:00:00 2014-11-20 17:00:00 2014-11-20 18:00:00 2014-11-20 19:00:00 2014-11-20 20:00:00 2014-11-20 21:00:00
0.00 0.01 0.03 0.05 0.10 0.15
2014-11-20 22:00:00 2014-11-20 23:00:00
0.20 0.03
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