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Handling Missing Time-Series Values
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Handling Missing Time-Series Values

HardSQL · PostgreSQL

Problem

How do you handle missing values in a time-series dataset?

Using sensor_readings, write a query that returns every calendar date between each sensor's first and last reading. Preserve non-null observations, linearly interpolate dates bounded by non-null observations, and leave values unresolved when interpolation is not possible.

Output

  1. One row per sensor and calendar date, with sensor_id, reading_date, filled_value, and value_status.
  2. Include observed, interpolated, or unresolved status, ordered by sensor_id and reading_date.

Schema

sensor_readings
ColumnTypeDescription
sensor_idPKVARCHAR(20)Identifier of the sensor
reading_datePKDATECalendar date of the reading
measurementNUMERIC(10,2)Sensor measurement, which may be NULL
Tablessensor_readings
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