Hi guys, is there an API to also fill y (value) gaps for the timestamp gaps filled with fill_gaps? Like interpolate the values for each unique_id?

Hey. We thought it'd be best to leave that up to the user since there are several ways to do it. If you're using pandas you could do something like this:

filled['y'] = filled.groupby('unique_id')['y'].transform(pd.Series.interpolate)

Thanks for the reply! Just tried the snippet and worked as expected