Postgres 12

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create table test as
select *
from (
    values
    (1, 10),
    (2, NULL),
    (3, 10),
    (4, 15),
    (5, 11),
    (6, NULL),
    (7, NULL),
    (8, NULL),
    (9, NULL)
) as test(id, val)

SELECT 9


select *
, coalesce(val, avg(val) over (order by id rows between 3 preceding and 1 preceding)) as fixed
from test;


id
val
fixed


1
10
10

2
null
10.0000000000000000

3
10
10

4
15
15

5
11
11

6
null
12.0000000000000000

7
null
13.0000000000000000

8
null
11.0000000000000000

9
null
null



SELECT 9


select 
    t.*,
    coalesce(
        t.val, 
        (
            select percentile_cont(0.5) within group(order by t1.val)
            from test t1
            where t1.id between t.id - 3 and t.id - 1
        )
    ) fixed
from test t


id
val
fixed


1
10
10

2
null
10

3
10
10

4
15
15

5
11
11

6
null
11

7
null
13

8
null
11

9
null
null



SELECT 9


select 
	t.*,
	coalesce(
		t.val, 
		(
			select percentile_cont(0.5) within group(order by t1.val)
			from (select val from test t1 where t1.id < t.id order by t1.id desc limit 3) t1
		)
	) fixed
from test t


id
val
fixed


1
10
10

2
null
10

3
10
10

4
15
15

5
11
11

6
null
11

7
null
13

8
null
11

9
null
null



SELECT 9

id	val	fixed
1	10	10
2	null	10.0000000000000000
3	10	10
4	15	15
5	11	11
6	null	12.0000000000000000
7	null	13.0000000000000000
8	null	11.0000000000000000
9	null	null