A look inside the extrapolation

Frozen standard deviation extrapolation

The frozen standard deviation extrapolation supports 3 parameters. use_previous_iteration, target_threshold and maximum_allowed_iterations

maximum_allowed_iterations

Defines the maximum allowed iterations for each row of values. Default is 50.

target_threshold

The parameter target_threshold (default 0.0001) defines the stopping condition for the iterative extrapolation. It is the relative deviation of the current arithmetic mean value towards the previous calculated mean value during the extrapolation.

The target_threshold has direct impact on the performed iterations (see figure 1 and figure 2). target_threshold is accompanied with maximum_allowed_iterations as it might be necessary to increase maximum_allowed_iterations for small target_threshold.

(Source code, png, hires.png, pdf)

_images/inside_extrapolations-1.png

Figure 1: Iteration using FrozenStdExtrapolation with a target threshold of 0.001.

(Source code, png, hires.png, pdf)

_images/inside_extrapolations-2.png

Figure 2: Iteration using FrozenStdExtrapolation with a target threshold of 0.0001.

use_previous_iteration

By default FrozenStdExtrapolation uses the previous iteration result as the starting point for the next one to speed up the calculation.

(Source code, png, hires.png, pdf)

_images/inside_extrapolations-3.png

Figure 3: Iteration with use_previous_iteration disabled.

(Source code, png, hires.png, pdf)

_images/inside_extrapolations-4.png

Figure 3: Default extrapolation using previous iteration results and a target threshold of 0.0001.