time_series_imputer.py

#source: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.Series.interpolate.html
def imputeMissingInterpolating(array_df):
    import numpy as np
    for attr in array_df.columns:
        attribute_interpolated = array_df[attr].interpolate(method='linear', limit_direction='both')
        assert len(attribute_interpolated[np.isnan(attribute_interpolated)]) == 0
        
        array_df[attr] = attribute_interpolated
    
    return array_df