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2answers
726 views

How can I interpolate a time series subject to stochastic perturbation?

I have a data set of gas prices. They are not evenly spaced in time, and have quite a few days missing. Here is a sample of the data ...
1
vote
0answers
50 views

Difference between Gaussian Process Regression and Kriging - Regressive vs Interpolative?

I am using different machine learning models to model a noisy dataset for some study. I came across fitrgp model in MATLAB to model the data using gaussian process regression. I am also using dacefit ...
0
votes
0answers
43 views

Variance-weighted interpolation

I am trying to fit a function $f$ to the data pictured below: For $\hat{f}(0)$ I can take the sample mean of the 6 observations at $0$, for $\hat{f}(2)$, I average the 2 at 2. For $\hat{f}(1)$, I ...
0
votes
1answer
672 views

Interpolation vs nonlinear Regression [duplicate]

I was playing with the concept of Interpolation in Python and ended up with this plot: ...