2
votes
1answer
82 views

Computing lowess mean value

I am trying to reimplement the lowess algorithm in java. I read the matlab page explaining lowess with the following steps: Compute the regression weights for each data point in the span. A ...
4
votes
1answer
425 views

Negative weights in a moving average?

A number of well known moving averages, such as Spencer's 15 point MA, and Henderson moving averages have negative weights in the averages. What does this mean in a conceptual sense? What information ...