How to Extrapolate in Maturities Using a Time Translation Tool

The algorithm cleans the data, it removes outliers in spread and also the options that are arbitrable. And then it extrapolates in strike. This algorithm uses entropy maximization to obtain the volatility of the extrapolate with strikes. So this is the second step. And the last one is it extrapolate in maturities for the maturities that are not there, not existent on the extremely poorly quoted.