LOCF and Linear Imputation with PostgreSQL

This tutorial will introduce various tools offered by PostgreSQL, and SQL in general – like custom functions, window functions, aggregate functions, WITH clause (or CTE for Common Table Expression) – for the purpose of implementing a program which imputes numeric observations within a column applying linear interpolation where possible and locf-and-linearforward and backward padding where necessary. I’m going to progressively add and explain those constructs, step by step, so no problem if you are new to the scene. I am very much interested in input regarding potential downsides of the implementation and possible improvements.

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