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Linear Interpolation

Learn how to apply linear interpolation to missing data in SQL.

Overview

So far, we've seen how to fill in missing data using constant values or using a next or a last known value. These approaches are fairly simple, but they are a bit crude. There are other interpolation methods that fill in missing values in a more natural way.

Linear interpolation formula

Using linear interpolation filling missing values along a linear line between two known coordinates , we fill in missing values along a linear line between two known coordinates–-the last known value and the next known value.

This the formula to calculate linear interpolation:

y = y0 + (x - x0) * ((y1 - y0) / (x1 - x0))
Linear regression formula

The formula uses the following:

  • (x0, yo) , (x1, y1): The known points to interpolate by. ...