Interpolation

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Interpolation is the class of curve fitting methods which generate one or more curves that exactly fit a set of data points. Unlike regression, each data point in the set lies precisely on an interpolated curve. This type of method is extremely useful when data points are known to be accurate but extrapolation needs to be done to determine what the behavior of a function may be in between known points. For example, the discrete points generated when a surface is scanned by a laser exactly describe the surface at those points, but interpolation can be used to describe the continuous surface as a function of the independent variables. There are several different numerical methods for interpolation, including various methods for polynomial interpolation and spline interpolation.

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