I could not find a screenshot, but i've seen a colleague of mine doing this:
he has a terminal open in his MacBook Air, starts typing a file name, presses Tab and is given a list of suggestions, like in linux, but has a possibility to move a cursor to select a suggestion. Then he presses Enter and the selected suggestion is entered automatically.
Is there such a think for Ubuntu? KDE?
Thanks to user @Melon.
The shell is called ZSH: