Abstract: According to the fact that there is no enough research of the comparison of different interpolation methods in the study of time series, this paper chooses seven IGS reference station coordinate time series under the ITRF2008 framework. According to the absence of GPS time series, there are six schemes, which are linear interpolation, cubic spline interpolation, Lagrange interpolation and modeling interpolation. The interpolation effects of different methods are compared and analyzed. The results show that the interpolation effects of cubic spline interpolation and Lagrangian interpolation is poor; when the number of missing value is small, the effects of the nearest neighbour interpolation, linear interpolation, cubic polynomial interpolation and modelling interpolation are similar; with the increase of the number of missing values, the modelling interpolation is the best.