in reply to Re: Estimating continuous functions in thread Estimating continuous functions
Isn't RungeKutta a method for numeric integration of known curves? I think essentially you're suggesting to regress a highorder RungeKutta and then minimize the differential area. That's an interesting approach, but I suspect pretty computationally slow compared to directly fitting splines or something like that. I suspect the OP would be better off doing direct interpolation instead, especially because RungeKutta won't allow for extrapolation beyond predicted values.
One other note: remember that if you try to estimate a highorder equation without a lot of input data, you can run into overfitting problems. Most numerical techniques get much more accurate (and slower) with lots of data
Re: Re: Re: Estimating continuous functions by thor (Priest) on Mar 30, 2004 at 12:35 UTC 
RungeKutta is a method for solving differential equations numerically. However, there is a mapping from integrals to differential equations, so in that respect RungeKutta is also a method for solving integrals numerically.
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