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Extrapolation is often required when interpolation techniques cannot be used; often when mapping information from one dataset to a grid. Extrapolation methods vary, yielding different results both in quality and in performance. This article proposes a couple of simple extrapolation techniquesthat use all the information available to extrapolate. The techniques inspire from the weighted average principle.
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Extrapolation is often required when interpolation techniques cannot be used; often when mapping information from one dataset to a grid. Extrapolation methods vary, yielding different results both in quality and in performance. This article proposes a couple of simple extrapolation techniques that use all the information available to extrapolate. The techniques inspire from the weighted average principle.
  
 
==Weighted Average==
 
==Weighted Average==

Revision as of 10:33, 10 February 2012

Extrapolation is often required when interpolation techniques cannot be used; often when mapping information from one dataset to a grid. Extrapolation methods vary, yielding different results both in quality and in performance. This article proposes a couple of simple extrapolation techniques that use all the information available to extrapolate. The techniques inspire from the weighted average principle.

Weighted Average

Suppose you have a discrete dataset I, with coordinates X on a normed space, and want to map the dataset to another dataset, O, with a new set of coordinates Y. The operation is performed by constructing mapping coefficients w, also called "weights", and by performing a linear combination of the elements of I with the weights, w, to compute each element of O.

O_k = \frac{ \sum_i w_{ki} \, I_i }{\sum_i w_{ki}};

Any method of constructing the weights is valid and depends on the nature of the mapping. A practical use-case consists in performing an interpolation/extrapolation of the data from I to O and thus the weights w are a function of the coordinates X and Y and of the norm of the space.

Geometric Weighted Average

Squared Weighted Average

Gaussian Weighted Average

See also