How Loess Works
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Loess (or lowess, Locally Weighted Scatterplot Smoothing) is a scatterplot smoother, which provides a flexible method for nonparametric regression.[more]
Elements in the graphic:
• blue points: data points under the smoother
• black points: data points not under the smoother
• black curve: the loess smoother
• dark red dot: the loess fit at the current position
• dark red line or curve: the loess curve with parameters fixed at those corresponding to the red dot
• purple bars: window shape and the corresponding loess weights, with scale indicated on the right axis
• , the position at which the point on the loess curve is calculated. As you slide , notice how the window width changes. The number of points in the window, whose positions are indicated by the green bars, remains constant.
• , the fraction of data under the smoother. As increases, the window width increases and more smoothing is done.
indicates the degree of the local polynomial.[less]
Contributed by: Ian McLeod (March 2011)
Open content licensed under CC BY-NC-SA
"How Loess Works"
Wolfram Demonstrations Project
Published: March 29 2011