A friend of mine is using Gaussian Processes with ML to fill gaps in time series. He is working on a project for a government agency that analyses data from roadside sensors such as traffic, speed, etc, so they are using Gaussian Process to fill data gaps when those sensors fail.

His group published a paper about it: https://trid.trb.org/view/1496472

He also wrote about it in his MSc thesis but I can't find a link for it.