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Extrapolation

As explained in Grokking Statistics

Extrapolation is the estimation of values outside the observed data range by extending an inferred pattern.

Extrapolation estimates values outside the range of observed data by assuming an inferred pattern continues. Unlike interpolation, it predicts beyond the evidence and can become unreliable. section 7.8

Sports drinks beyond the data

A linear model relating temperature to sports-drink sales fitted observations above 50°F and produced an intercept of -405.26 at 0°F. That prediction is not useful: freezing temperatures were not observed, and sales behavior may change at extreme heat or cold. The fitted relationship is more defensible within the collected temperature range. section 7.7 section 7.8

Use extrapolation cautiously:

  • Check whether the requested value lies outside the observed range; if it does, treat the prediction as uncertain rather than assuming the trend continues. section 7.8
  • Plot the data and inspect the model before trusting statistical measures, because a fitted function can oversimplify extreme values. section 7.13
  • Remember that the same problem affects more complex machine-learning and artificial-intelligence models when training data omit relevant situations. section 7.8

How Grokking Statistics covers it

How deep it goes
Defines extrapolation through interpolation contrast and explains range limitations, but does not develop a formal extrapolation procedure.
Examples
Uses temperature and sports-drink sales, including a questionable 0°F prediction and warnings about extreme temperatures.
What it assumes
Introduces the distinction from interpolation while relying on familiarity with observed data, fitted models, and prediction ranges.
What you can do after
Diagnose when a model is being asked to predict outside its observed range and qualify or reject the result.
How it connects
Connects extrapolation to interpolation, linear regression, correlation, model training, machine learning, and artificial intelligence.

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This explainer was generated by Manning's knowledge graph from the text of Grokking Statistics. The section links point to the parts of the book it draws on.