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Questions tagged [extrapolation]

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28
votes
4answers
3k 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 ...
18
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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 ...
6
votes
1answer
262 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
votes
1answer
966 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 ...
3
votes
3answers
828 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
votes
1answer
1k 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
votes
1answer
304 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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0answers
65 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
votes
0answers
60 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
votes
0answers
68 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 ...
2
votes
3answers
5k 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 ...
2
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0answers
118 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 ...
2
votes
0answers
935 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
221 views

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

I'm sorry for lack of technical vocabulary, I'm not a mathematician but an undergraduate student in business informatics. This is my current situation: I am given an observations vector $\textbf{X}$ ...
1
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2answers
44 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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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 ...
1
vote
1answer
222 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
vote
1answer
730 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 ...
1
vote
1answer
321 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 ...
1
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0answers
28 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 ...
1
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0answers
39 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: ...
1
vote
1answer
43 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 ...
1
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0answers
157 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 ...
1
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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 ...
1
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0answers
34 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 ...
1
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0answers
162 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 ...
1
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0answers
521 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 ...
1
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0answers
67 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 (~...
0
votes
2answers
5k 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
80 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
votes
1answer
55 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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0answers
11 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
votes
1answer
46 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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0answers
15 views

How do I extrapolate website click data for subsequent months?

Started my first job and prolly my first post here too - any help would be greatly appreciated :D Please find the question in the attached image.
0
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0answers
17 views

How to estimate sample mean/variance from another, smaller sample?

Let's say I record some variable from Sample 1 of size = 10 and find that mean = 10 and ...
0
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1answer
494 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
83 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 ...