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> What is described is just the difference between interpolation and extrapolation. Extrapolation (predicting an unknown future), and interpolation (estimating
by mr_toad 3y ago
> What is described is just the difference between interpolation and extrapolation.
Extrapolation (predicting an unknown future), and interpolation (estimating unknown present/past) are not really that different.
- riedel 3y agoI would mostly agree, this why time series imputation or cleaning is often not that different from time series forecasting (or rather often 'nowcasting'). You would only want to be careful what kind of validation you chose to test the generalisability of the approach. If you take however the example of the weather as an extreme example of time series forecasts, downsizing eddies or forecasting them in a navierstokes surrogate, this can require some different approaches.