MATLAB: Interpolation over NaNs in a time series?

Consider using inpaint_nans a very nice tool designed to interpolate NaN elements in a 1-d or 2-d array using non-NaN elements. It can also extrapolate, as it does not use a triangulation of the data. It also allows different approaches to the interpolation.

I think this is (at least partially) what you seek.

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