Local regression

An example of a LOESS cruve

Local regression or local polynomial regression,[1] also known as moving regression,[2] is a general statement of the moving average and polynomial regression.[3]

It is used for scatterplot smoothing. They are also known as LOESS (locally estimated scatterplot smoothing) and LOWESS (locally weighted scatterplot smoothing), both pronounced /ˈloʊɛs/ LOH-ess in this care. They are two strongly related non-parametric regression methods.

In some fields, LOESS is known and commonly known as Savitzky–Golay filter.[4][5]

References

  1. ↑ Fox & Weisberg 2018, Appendix.
  2. ↑ Harrell 2015, p. 29.
  3. ↑ Garimella 2017.
  4. ↑ "Savitzky–Golay filtering – MATLAB sgolayfilt". Mathworks.com.
  5. ↑ "scipy.signal.savgol_filter — SciPy v0.16.1 Reference Guide". Docs.scipy.org.

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