this post was submitted on 24 Nov 2023
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Machine Learning
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If you need extrapolation: Maybe try a symbolic regressor like gplearn. It tries out different combinations of functions based an a genetic algorithm from simple to complex. You can also set the allowed functions. I have never tried it though.
Or maybe a smoothing spline. Those can also extrapolate. Maybe LQSUnivariateSpline from scipy. There you can set the anchor points, which would probably allow you to get a better fit with less parameters (The fewer, the better it extrapolates).