I have monthly (and sometimes daily) data on temperatures from about 30 Swedish weather stations in the mid-19th century that I want interpolate to the whole country. I'm using ArcGIS and Stata.
For later years, I have data on additional weather stations (around 100), so I've thought of using the later data as to calibrate a model using the old stations to predict weather at the new stations. Since I know the actual weather at the new stations, I could calibrate to model to achieve the best possible fit. But I'm not sure what a good method for going about achieving a suitable fit (don't want to risk overfitting for example).