Imputation Routines

[Peder2911]

Interpolation of missing data is a very important feature to implement. My suggestion is that we start out with a simple interpolation mechanism, and then open up to more advanced implementations as alternatives.

@Doktorandahl will be a key contributor to future more advanced kinds of interpolation.

An interpolation is defined as taking a series:

0, NaN, 1, 0 ,0

And replacing the NaN(s) with meaningful values to allow us to use the whole series.

I might implement a very naïve interpolator as a proof of concept that we can expand upon.

[Doktorandahl]

Thanks, I agree that this is super important. As soon as I have cleared out a few papers on my desk, I will start the process of evaluating imputation routines.

[Peder2911]

Awesome!