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    Bình Huỳnh Thanh
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    This document compares different interpolation and extrapolation methods for filling in missing data values in a time series dataset. It shows the original data values on certain dates, values interpolated or extrapolated using forward, backward, linear and cubic spline methods, and graphs comparing the different methods.

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    This document compares different interpolation and extrapolation methods for filling in missing data values in a time series dataset. It shows the original data values on certain dates, values interpolated or extrapolated using forward, backward, linear and cubic spline methods, and graphs comparing the different methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    3 views2 pages

    Content

    Uploaded by

    Bình Huỳnh Thanh
    This document compares different interpolation and extrapolation methods for filling in missing data values in a time series dataset. It shows the original data values on certain dates, values interpolated or extrapolated using forward, backward, linear and cubic spline methods, and graphs comparing the different methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 2

    missing

    Interpolation/extrapolation
    Date Value Forward Backward Linear Cublc Spline
    1-Jan #N/A 1.2 1.2 1.1 1.1 <--- Extrapolate 1st point Missing Values
    2-Jan 1.2 1.20 1.20 1.20 1.20
    1.35
    3-Jan 1.3 1.30 1.30 1.30 1.30
    1.3
    4-Jan 1.1 1.10 1.10 1.10 1.10
    1.25
    5-Jan #N/A 1.10 1.05 1.08 1.06
    6-Jan 1.05 1.05 1.05 1.05 1.05 1.2
    7-Jan 1.09 1.09 1.09 1.09 1.09 1.15
    8-Jan 1.2 1.20 1.20 1.20 1.20 1.1
    9-Jan 1.23 1.23 1.23 1.23 1.23 1.05
    10-Jan 1.13 1.13 1.13 1.13 1.13 1
    11-Jan 1 1.00 1.00 1.00 1.00 0.95

    1-Jan

    3-Jan

    4-Jan

    5-Jan

    6-Jan

    8-Jan

    9-Jan

    10-Jan
    2-Jan

    7-Jan

    11-Jan
    Backward Flat Forward-Flat
    1.35 Interpolation Interpolation
    1.3
    1.35
    1.25
    1.3
    1.2
    1.25
    1.15
    1.2
    1.1
    1.15
    1.05
    1.1
    1
    1.05
    0.95
    1
    3-Jan

    4-Jan

    6-Jan

    7-Jan

    8-Jan

    9-Jan

    10-Jan

    11-Jan
    1-Jan

    2-Jan

    5-Jan

    0.95

    2-Jan

    3-Jan

    4-Jan

    6-Jan

    7-Jan

    8-Jan

    9-Jan

    11-Jan
    1-Jan

    5-Jan

    10-Jan
    1.35

    1.3
    Cubic Spline Linear
    1.25
    Interpolation Interpolation
    1.2 1.35
    1.3
    1.15
    1.25
    1.1 1.2
    1.05 1.15
    1.1
    1 1.05
    0.95 1
    0.95
    1-Jan

    3-Jan

    4-Jan

    5-Jan

    6-Jan

    7-Jan

    8-Jan

    9-Jan

    10-Jan

    11-Jan
    2-Jan

    1-Jan

    3-Jan

    4-Jan

    5-Jan

    6-Jan

    8-Jan

    9-Jan

    10-Jan
    2-Jan

    7-Jan

    11-Jan
    missing
    0.95
    1.05
    1
    1.1

    1-Jan

    2-Jan

    3-Jan

    4-Jan

    5-Jan

    6-Jan

    7-Jan

    8-Jan

    9-Jan

    10-Jan

    11-Jan

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