Often with timeseries data we only want to fill in small gaps, so perhaps adding a maxgap setting would be a prudent addition. I think more sophisticated approaches like using exponential weights should probably be reserved to either a threshold assertion check or a custom imputor type.
Often with timeseries data we only want to fill in small gaps, so perhaps adding a
maxgapsetting would be a prudent addition. I think more sophisticated approaches like using exponential weights should probably be reserved to either a threshold assertion check or a custom imputor type.