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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4answers
6k views

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 ...
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7answers
7k views

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 ...
7
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1answer
277 views

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 ...
6
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1answer
2k views

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 ...
4
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1answer
697 views

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 ...
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3answers
1k views

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 ...
3
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1answer
2k views

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 ...
3
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1answer
323 views

How do gamboostLSS and gamlss packages predict outside range of x?

The mgcv package performs a linear extrapolation when the newdat argument of the predict ...
3
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1answer
140 views

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 ...
3
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0answers
64 views

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 ...
3
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0answers
69 views

Statistical extrapolation question - If I have three bins of balls

Let's say I have three bins of red and blue balls. Each bin has exactly 1000 balls in it, but the problem is that I don't know exactly how many balls there are of each color in the three bins. I only ...
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3answers
6k views

What are the theoretical reasons for why extrapolation “less reliable” than interpolation?

Extrapolation is in general "unreliable". (See "What is wrong with extrapolation?") But it is also commonly said that extrapolation is "less reliable" than interpolation. But why should we ...
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0answers
27 views

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} =...
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0answers
179 views

Comparison of extrapolated kaplan-meier survival curve with background mortality

For my research I am doing an health economic assessment of patients with a renal transplant. For my model I need to know their (yearly) mortality probability. My plan was to extrapolate survival data ...
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0answers
1k views

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 ...
2
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0answers
243 views

How to extrapolate future probability density functions if you have a time series of them as input?

This is my current situation: I am given an observations vector $\textbf{X}$ of continuous variables with a time component $T$ (not equallly distanced). My supervisor approximates densities with ...
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2answers
2k views

Extrapolation of Time Series in Python

I have the following plot in time series and would like to extrapolate it to derive a value in X[n+20], for instance. I tried poly fitting it but extrapolation does come out correct that way. Any ...
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1answer
41 views

Confidence interval limits out of range

I have constructed a calibration curve to measure a pollutant concentration in water. My calibration standards ranged from 2 to 20 mg/L. I used a blank (0 mg/L). I have obtained a predicted ...
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2answers
70 views

If a group is more likely to do something, does that mean that individuals in the group are more likely to do something?

I have some large amount of people take test A. Based on the scores on test A, I assign them either to group A1 or to group A2. A1 are the people with scores at least 50% on test A, and A2 has people ...
1
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1answer
403 views

Is there any way to extend kernel smoothing regression for extrapolation.

Kernel smoother is a typical non-parametric regression method that can be used well for interpolation. However, it can not predict the data outside the range of training data. Why ? If we have a look ...
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1answer
274 views

Extrapolate an Extended Cox model from 6 years to 30 without assuming a parametric distribution in R

I am attempting to extrapolate a Extended Cox Model (cox model with a time-varying covariate) from 6 years to 30 years in R. Is there a way to do this? I have thought of a mediocre way of doing this: ...
1
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1answer
1k views

Right Way to Extrapolate Data

I have a time-series data containing 27 values (of no. of Vehicles) from 1990 to 2016. I wanted to predict - based on the underlying trend - the values upto 2050 (which is a long shot I agree). Upon ...
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1answer
30 views

How to validate a regression model in extrapolation territory?

I'm dealing with a regression problem and have two datasets at my disposal. Dataset A is properly labeled and I use it to fit and validate my model, B is unlabeled and I can only visually inspect ...
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1answer
78 views

Extrapolating survey results for a larger data set

I have a set of survey results in Excel for a sample of "customers" which asks for their income. This is chosen from defined ranges such as "Less than 10k", "10k to 15k", "16 to 20k", etc. The sample ...
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0answers
29 views

Is it better to estimate a population parameter directly or via a proportion?

Situation I'll describe the situation through a made-up example. Suppose there is a village of 1,000 households where people collectively bought $F$ kg of food over some period of time, and ended up ...
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0answers
70 views

How does one estimate error of extrapolated value with only 2 data points?

I am trying to do a simple linear regression. I have only two data points with errors. How do I estimate the y-intercept with errors? Currently I have: ...
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1answer
196 views

How to extrapolate partial curve based on other complete curves?

I heat a room to a certain temperature. Then I let it cool over time. I measure the temperature at 6 intervals as it cools. I repeat this process for some other rooms. From this, I get a set of ...
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0answers
326 views

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 ...
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0answers
33 views

Commenting on wider population from survey sample

I am conducting a survey in 9 restaurants, hoping to gather data on our customer demographic profile. The population is equal to the number of covers the restaurant had over the corresponding period ...
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0answers
36 views

Extrapolating Hierarchical Time-Series Data

I have time-series data of national-level population estimates from 1990 to 2015. I also have subnational-level population estimates (thus, the distribution of national data), but only for years 2000 ...
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0answers
182 views

Determining mean and SD of a parent normal distribution from a truncated data set

This seems like it should be easier than it is, but I'm stuck trying to determine if a data set I have represents a truncated normal distribution. The hypothesis I'm testing is that the data you see ...
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0answers
75 views

Removing observations from sample & extrapolation

I have a survey that was administered once to establish baseline, and again to follow up. The baseline was created from a random sample of the population (1,200 respondents). The follow up survey (~...
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2answers
7k views

What is the best way to extrapolate when working with a linear regression model?

There's not much more to ask than what I've written in the title. Some of the values I want to predict are outside of the range used to build the regression model.
0
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2answers
97 views

Can I obtain the means for two groups using their mean difference?

I have a study which provides the mean difference for two groups (alongside 95%CI, SE, n and p-value). I would like to extrapolate the raw means to use in Revman to perform a random-effect SMD meta-...
0
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1answer
269 views

Finding the the Confidence Interval with Linear Extrapolation [duplicate]

Suppose I have some slightly messy data with an r squared of 0.9, and so fits a line pretty well. If I were to extrapolate based on the slope and intercept of the fit, I would expect my y values to ...
0
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1answer
76 views

forecast beyond the data set in r

I am forecasting GDP growth for my dissertation. The data is from 1984-2017 (quaterly values). I am using the following code to fit and forecast a linear regression model. ...
0
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1answer
15 views

Interpolate or Extrapolate?

I've encountered a little problem with my research. My study is about the relationship between ICT Development and Service Trade from 1999-2018 (annually). Some of the missing data are located in the ...
0
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1answer
8 views

Generalize to population from a nonrandom sample in ex post facto design?

I have a matched sample created from a larger nonrandom sample using an ex post facto design. I've been told that you should never generalize to a population from nonrandom samples. I've read that ...
0
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0answers
17 views

Multivariate Natural Logarithmic (Exponential) Regression

I have a list of values with 4 input columns and one output column as follows: Temperature: Directly Proportional to Severity Hours of utilization per month: Directly Proportional to Severity Power ...
0
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0answers
35 views

Is machine learning suitable for predicting a country's yearly statistical data?

My data consists of 55 years of around 200 different indicators for 200 different countries. The data is around 80% complete. Some indicators are dependent within the data(E.g. yearly meat spoilage ...
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0answers
14 views

Converting extrapolation point to interpolation point

Just wondering if this is possible via mathematical conversion. I thought some Kernels might do this in the kernel space. I got curious whether it's possible to create a general method that ...
0
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1answer
55 views

What statistical technique could be used to extrapolate CO2 data

I am new to statistics but scraped data from NOAA's web site to plot CO2 level vs time. Is there a good statistical technique to extrapolate past limit of data X axis to near future like 2050? One ...
0
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1answer
720 views

How can I extrapolate the mean from data ranges, assuming normal distribution? [closed]

I have the following summary of data point values: Under 600: 38% 601-800: 51% Over 801: 11% Assuming a normal distribution of values, how can I calculate the mean? Note: it doesn't have to be ...
0
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0answers
105 views

Extrapolating a fitted curve- Methods

I would like to extrapolate different curves I've fitted to my dataset (just two variables). However, apart from the constant, linear, polynomial (so it basically includes the linear approach), and ...
0
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0answers
34 views

How can I ensure the independent features in a dataset have maximum positive coefficients on running logistics regression

I have a sample dataset with about a million records with about 7 feature variables. On running logistic regression on this dataset, I got 5 features with a positive coefficient and 2 with a negative ...