A unified briefing of data interpolation of climatic data, objective analysis of numerical weather forecast and downscaling technique of climate modeling is presented. However, it is an emphasis on the principle and advance of climatic data interpolation. Because of the distinctness of its application fields, these techniques are also different, but their dynamic and statistical principles are close or nearly the same. In recent ten years, three kinds of data interpolation technique, especially on the automatic computer system of data interpolation, have made progress greatly.