Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [extrapolation]

Given a set of bivariate data (x, y), to impute a value of y corresponding to some value of x at which there is no measurement of y is called extrapolation, if the value of x is outside the range of the measured values of x.

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What is wrong with extrapolation?

I remember sitting in stats courses as an undergrad hearing about why extrapolation was a bad idea. Furthermore, there are a variety of sources online which comment on this. There's also a mention of it here. Can anyone help me understand why…
AGUY
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Extrapolation v. Interpolation

What is the difference between extrapolation and interpolation, and what is the most precise way of using these terms? For example, I have seen a statement in a paper using interpolation as: "The procedure interpolates the shape of the estimated…
Frank Swanton
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Biased Data in Machine Learning

I am working on a Machine Learning project with data that is already (heavily) biased by data selection. Let's assume you have a set of hard coded rules. How do you build a machine learning model to replace it, when all the data it can use is data…
Laksan Nathan
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Difference between extrapolation and interpolation in higher dimensions

The most common distinction I've seen made between interpolation and extrapolation is that interpolation is within the range of the data, whereas extrapolation is outside the range of the data. This makes sense in one dimension, but in higher…
Ben Trettel
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Model for spatiotemporal and discrete variables

I have a situation where I am monitoring events at 50 or so geographical sites in a town and at each of these sites, I am making measurements regarding the count of certain particles (so the measurements are discrete). The measurements are done…
Luca
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The extrapolation problem: model selection, performance metrics, and improvement

Machine learning models are fit to a response variable within a given range. This leads to weak and sometimes disastrous performance when it comes to instances with an actual response variable outside that range. When the underlying mechanism…
Kinformationist
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How did Steve Mould predict his child birth time with contraction duration over time?

Steve Mould uses contraction data to predict the delivery time of his child [1]. Unfortunately the details from his presentation are sparse: They are not very predictable. They're quite spread out, but as time goes on it gets more predictable -…
Alessandro Cuttin
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Can you extrapolate values of the dependent variable with a GAM?

I'm trying to find issues where GLMs are better than GAMs and came to the idea that GLMs can make predictions beyond the scope of the data used to feed the model (i.e, extrapolations), while GAMs cannot: Suppose we have a set of X and Y…
nukimov
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How to forecast (extrapolate) within a (B-)Spline setting

Suppose I observe a random variable $Y$ for a co-variable $p\in\{70,90,100,...,170\}$. My goal is create a forecast of $\mathbb{E}(Y)$ for $p\in\{50,70,...,350\}$, i.e., a wider range of $p$ as compared to the observed values of $p$. Lets assume…
Druss2k
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Extrapolation using machine learning models under specific assumptions

I have a problem that requires inherently extrapolation. I am aware that this a crucial matter with most (if not all) machine learning models. Yet, given the physical phenomenon underlying the experiment, there is some expert knowledge that could be…
Henrique
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Extrapolation: why does being "outside" matter?

Extrapolation is often defined as predicting the value of an unknown function outside the range of available points. Let's say we are training on $x_1, .., x_n$, $x_{max} = \text{max}(x_i)$, $x_{min} = \text{min}(x_i)$, $d(x_i, x_j)$ is a distance…
Hicjo
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How to run a regression analysis in python on a nonlinear, strange dataset

I can't figure out what type of regression analysis or extrapolation technique to use in order to come up with an equation for the data I have plotted. For a school project, I've been testing diodes by connecting them to a temperature switch that…
Aarthi Muthukumar
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Comparing different machine learning models for extrapolation

I am trying to fit a non linear regression model on a set of data points which I know is incomplete. When visualizing the data, the relationship looks quite simple between my features and dependent variables (~3 degree polynomial). Within the range…
hjw
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PCA basic: Must eigenvalues converge to zero at high dimension?

Recently, I obtained several PCA plots, and because I am unable to produce eigenvalues for higher dimensions, I tried to extrapolate them based on the available data. The reason why I want to do this is to check whether the PC1 explains sufficient…
Rudy Winono
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Framework for simulating SEM data w/ moderation + mediation, testing models

I'm interested in extrapolating treatment effects from RCTs to new populations under conditions where populations exhibit relevant differences that induce differences in treatment effects. My aim is to test different strategies for learning about…
dkhos
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