Importing data with on-change time stamp / value pairs

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Importing data with on-change time stamp / value pairs

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I want do build an initial import into new RRDs out of home automation values (temperatures, on-off values).

My problem is, the source has no ongoing time stamps, but only on-change time stamps and values.
For example:
2 pm -> 20
4 pm -> 11
9 pm -> 2
That means, the value changed at 2 pm to 20 and stayed there until 4 pm, where it changed to 11.
Of course, these changes can happen after seconds, after minutes, but also after days.

Finally, after initial import, the RRA will be updated in a frequent manner (e.g. 1 or 5 minutes), with a normal poller.

Is there some on-board feature to fill up the missing values with the last non-unknown value to not get NaN. Possibly directly at the import, of with some COMPUTE expression, or with some extra steps.

I thank you for your help!
Christian Fenzl