title: Pandas missing values : fill with the closest non NaN value
body: <p>Assume I have a pandas series with several consecutive NaNs. I know <code>fillna</code> has several methods to fill missing values (<code>backfill</code> and <code>fill forward</code>), but I want to fill them with the closest non NaN value. Here's an example of what I have:</p>
  <pre><code>s = pd.Series([0, 1, np.nan, np.nan, np.nan, np.nan, 3])
  </code></pre>
  <p>And an example of what I want:</p>
  <pre><code>s = pd.Series([0, 1, 1, 1, 3, 3, 3])
  </code></pre>
  <p>Does anyone know I could do that?</p>
  <p>Thanks!</p>