Window function to fill timeline gaps

Question

Data

session                             time_interval       activity
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:40 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:41 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:42 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:43 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:44 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:45 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:46 running
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:47 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:48 (null)
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:49 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:50 walking
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:51 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:52 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:53 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:54 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:55 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:56 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:57 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:58 resting
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:59 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:00 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:01 (null)
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:02 walking

SQL

SELECT session, 
       time_interval, 
       activity, 
       FIRST_VALUE(activity) 
         OVER ( 
           PARTITION BY session 
           ORDER BY time_interval 
               RANGE BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS activity_b
FROM   my_table;

But this only takes the first value of the session. How can I get the preceding value for each second?

Desired result

session                             time_interval       activity
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:40 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:41 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:42 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:43 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:44 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:45 walking
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:46 running
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:47 running
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:48 running
c889ddb532e76c961c2944dd90b10142    2017-05-25 20:16:49 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:50 walking
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:51 walking
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:52 walking
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:53 walking
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:54 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:55 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:56 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:57 running
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:58 resting
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:16:59 resting
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:00 resting
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:01 resting
dddjg894hlog8sdlf2090288fmma201c    2017-05-25 20:17:02 walking

SQL Fiddle is at capacity, so here's some DDL

CREATE TABLE public.my_table (
  session varchar(32),
  time_interval timestamp,
  activity varchar(10));

INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:40','walking');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:41','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:42','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:43','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:44','walking');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:45','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:46','running');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:47','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:48','');
INSERT INTO public.my_table VALUES ('c889ddb532e76c961c2944dd90b10142','2017-05-25 20:16:49','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:50','walking');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:51','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:52','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:53','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:54','running');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:55','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:56','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:57','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:58','resting');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:16:59','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:17:00','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:17:01','');
INSERT INTO public.my_table VALUES ('dddjg894hlog8sdlf2090288fmma201c','2017-05-25 20:17:02','resting');

Window function to fill timeline gaps

2 Answers