I was trying something like this myself. Not 100% sure if this is what you mean.
Let $\{ a_i \}$ be the infinite sequence you want to interpolate by polynomials in $t$.
We construct series of $n$-th degree polynomials $X^n(t)$ such that : $\forall i \le n : X^n(i) = a_i$ like this:
$X^0(t)= \frac{a_0}{0!0!}$
$X^1(t)= \frac{a_0}{0!0!} - (t-0)\{\frac{a_0}{0!1!} -\frac{a_1}{1!0!}\} $
$X^2(t) = \frac{a_0}{0!0!} - (t-0)\{\frac{a_0}{0!1!} -\frac{a_1}{1!0!} - (t-1)\{ \frac{a_0}{0!2!} - \frac{a_1}{1!1!} + \frac{a_2}{2!0!} \} \} $
$X^3(t) = \frac{a_0}{0!0!} - (t-0)\{\frac{a_0}{0!1!} -\frac{a_1}{1!0!} - (t-1)\{ \frac{a_0}{0!2!} - \frac{a_1}{1!1!} + \frac{a_2}{2!0!} - (t-2)\{ \frac{a_0}{0!3!} -\frac{a_1}{1!2!} +\frac{a_2}{2!1!} - \frac{a_3}{3!0!} \} \} \} $
The idea of course is that every $X^n(t)$ is 'cut off' at some point when we fill in an integer $p < n$, resulting in the polynomial $X^p(p)$ for which we know the relation holds.
This would lead to the general formula :
$\begin{array}{l}
X^n(t) = \\ \frac{a_0}{0!0!} \\- (t-0)\{\frac{a_0}{0!1!} -\frac{a_1}{1!0!} \\- (t-1)\{ \frac{a_0}{0!2!} - \frac{a_1}{1!1!} + \frac{a_2}{2!0!} \\- (t-2)\{ \frac{a_0}{0!3!} -\frac{a_1}{1!2!} +\frac{a_2}{2!1!} - \frac{a_3}{3!0!}\\
- (t-3)\{ \frac{a_0}{0!4!} -\frac{a_1}{1!3!} +\frac{a_2}{2!2!} - \frac{a_3}{3!1!} +\frac{a_4}{4!0!}
\\
\vdots\\
-(t-n+1)\{ \frac{a_0}{0!n!} -\frac{a_1}{1!(n-1)!} + \cdots \cdots \cdots \cdots\\ +(-1)^{n-2} \frac{a_{n-2}}{(n-2)!2!} +(-1)^{n-1} \frac{a_{n-1}}{(n-1)!1!} +(-1)^n \frac{a_n}{n!0!} \}\\ \cdots \} \} \} \} \\
\end{array}$
Which can be verified with the help of the formula $\sum_{k=0}^n (-1)^k\binom{n}{k}=0$
Now I assumed that the data points were equally spaced (say every $y=a_i$ can be found at $x=i$). If this is not the case we could regard the parameter $t$ as a parameter on a 2-dimensional curve $\left( X^n(t), Y^n(t)\right)$.
I hope if someone reads this they can verify the above result. Does this procedure have a name?