Index

LOESS

Locally estimated scatterplot smoothing, or LOESS, is a nonparametric method for smoothing a series of data in which no assumptions are made about the underlying structure of the data. LOESS uses local regression to fit a smooth curve through a scatterplot of data. The LOESS curve is typically smoother than a binomial filter or running average. LOESS is also effective when there are outliers in the data. The LOESS methodology includes techniques for constructing confidence intervals around the curve.

  • Cleveland, W.S., 1979: Robust locally-weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74, 829-836. DOI: 10.1080/01621459.1979.10481038