The Fill function for interpolation is really nice, but there's so many different ways to perform interpolation I'd like a lot more detail on what methods are available and which is used by default.
[1]: Example DuckDB SQL with generated bucket lists and cross join + outer join: https://github.com/tanelpoder/0xtools/blob/master/tools/sql/...
I think the real solution is to add support for non-aggregate window functions in the catalogue. Right now, they are all hard-coded, but if they were extensible, there are a number applications in addition to filling that could be supported.
coalesce(x, (lag(x, 1)+lag(x, -1))/2)
From there you can go crazy and define whatever insane interpolations you want.
One limitation is that you can't distinguish the data boundaries from missing values (nulls at the edges vs. nulls in the bulk).
I guess another limitation is if you have multiple nulls after each other...