[fill_] ARMA

[cdemulde]

ARMA (Autoregressive Moving Average) can be an interesting option to fill gaps in data, as mentioned here: https://www.researchgate.net/publication/258649021_Towards_a_More_General_Method_for_Filling_Gaps_in_Time_Series
Might be something to look into. If you're getting tired of detecting drift @jorasinghr, this could give you some distraction ;)

[cdemulde]

Straight from Wikipedia, looks promising:
Statsmodels Python module includes many models and functions for time series analysis, including ARMA. Formerly part of Scikit-learn it is now stand-alone and integrates well with Pandas. See here for more details.