I read many times that data binning of continuous variables is a very bad idea.
For instance, let's take something like heart rate and let's define the following 2 bins:
(125 - 135), (136 - 145)
Let's say that (136 - 145) corresponds to a hard effort.
If your exercise session causes your heart rate to stay at 135 consistently, data binning will reveal that you spent no time exercising hard, while you were 1 beat per minute away from that bin during the whole time.
Obviously, this is an exaggerated example to illustrate the point.
I was thinking to weigh each second spent at a given heart rate based on its distance from the centers of the bins it falls between.
For instance, in the example above, 140.5 would be 100% in the second bin, 135.5 would be 50% in the first bin and 50% in the second bin, 130 would be 100% in the first bin.
Does that sound like nonsense or a reasonable solution?
What would be a better way?