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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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 ...
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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 ...
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70 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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47 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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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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200 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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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 ...
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247 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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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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102 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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402 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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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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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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193 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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77 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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How to know when a random forest model is extrapolating in multidimensional space, while ignoring uninformative variables?

Lets say I train a random forest model to predict dependent variable y as a function of x1, ...
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27 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 ...
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110 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 ...
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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 ...