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adamwlev/NaturalCubicSplines.ipynb

Last active January 7, 2020 20:37
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Natural Cubic Splines
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adamwlev commented Jan 7, 2020 •
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Python implementation of Natural Cubic Splines from Elements of Statistical Learning (HTF).

Natural Cubic Splines have the restriction of being linear at the edges and therefore are better at extrapolation. This implementation uses internal Cross Validation during a fit to find the best number of degrees of freedom. Natural Cubic Splines do better than Cubic Splines especially when the number of observations is small and/or there is a significant amount of noise in the observed data.

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