Results 1 to 2 of 2

Thread: Forecast with cubic spline

  1. #1
    Dec 2012

    Forecast with cubic spline

    Hi all,
    I have a simple question: is it possible to make forecast with cubic spline? And, if yes, how?

    Frecast, for me, meens that I can understend the value of my interpolation function OUTSIDE the data field that I have.

    Thank you, every help will be appreciated.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Mar 2010

    Re: Forecast with cubic spline

    I think the word you're looking for is extrapolate. It means (in one dimension) that you are given f(x) for various x in [a,b] and want to estimate f(x) for some x>b or some x<a.

    Of course, you can use any method, and the accuracy you get depends on the situation. If I understand correctly, a cubic spline would end up being just a cubic function approximation, and so would assume the third derivative of the function is approximately constant. Your accuracy will depend on how well this actually fits the situation.

    As an example, here

    Taylor series - Wikipedia, the free encyclopedia

    there is a graph of various polynomial approximations to the function \sin{x}. You can see that the cubic approximation is pretty good for -\frac{\pi}{2}<x<\frac{\pi}{2} but really gets bad as you go further from 0.

    - Hollywood
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Cubic Spline Approximations
    Posted in the Advanced Applied Math Forum
    Replies: 0
    Last Post: Nov 3rd 2012, 12:51 PM
  2. Cubic Spline
    Posted in the Advanced Math Topics Forum
    Replies: 14
    Last Post: Oct 13th 2010, 11:26 AM
  3. Cubic Spline
    Posted in the Advanced Math Topics Forum
    Replies: 8
    Last Post: Jan 29th 2010, 08:07 PM
  4. Cubic Spline Function
    Posted in the Differential Geometry Forum
    Replies: 1
    Last Post: Oct 22nd 2009, 05:31 AM
  5. How does one use Cubic Spline Interpolation?
    Posted in the Calculus Forum
    Replies: 7
    Last Post: May 23rd 2008, 02:42 PM

Search Tags

/mathhelpforum @mathhelpforum