Curve fitting

Hello /prog/
I've been talking to Xarn about curve fitting and I wanted to know your opinions on this as well.
Is anyone here familiar with curve fitting?
http://bbs.readsicp.org/kareha.pl/1468337795/

There are several methods, like splines (linear splines, cubic splines), polynomial interpolation, least squares

These are notes from a course I took on the subject

http://www.cs.mcgill.ca/~chang/teaching/cs350/slides/ls.pdf - least squares
http://www.cs.mcgill.ca/~chang/teaching/cs350/slides/pi.pdf - polynomial interpolation
http://www.cs.mcgill.ca/~chang/teaching/cs350/slides/spline.pdf - splines