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In curve fitting, interpolation is the process of replacing a continuous function by a polynomial that agrees with the function at specified number of data points. Using interpolation polynomial a prediction to a function value is made by an interpolating polynomial at new data point. In numerical analysis interpolation techniques are of great importance as they are used for modeling various scientific and engineering problems, via weather forecasting, portfolio management, air traffic prediction etc. Many numerical interpolation techniques are proposed in literature. Among which Hermite interpolation is one of the most widely used polynomial fitting techniques which is a special case of Birkhoff interpolation.
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