I am not sure if I understand your 2nd questions. Could you post the functional form that you want to fit please?
Regarding the first question, SuanShu has good facilities to do varaious data conversions. It is easy to convert [tt:tanusaio]double[/tt:tanusaio] to [tt:tanusaio]TimeSeries[/tt:tanusaio] and vice versa. Note that you need to figure out which subclass of [tt:tanusaio]TimeSeries[/tt:tanusaio] to convert to/from.
Please see this example to see if it helps.
Let us know if you have further questions.