# Questions tagged [loess]

LOESS (or LOWESS) stands for locally weighted scatterplot smoothing. It is a form of local (k-nearest neighbor) kernel regression

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### Should I use a confidence interval or a prediction interval around the LOESS fitted curve?

A Freakonometrics blog post shows how to use a LOESS regression of the residuals of a logistic model on the predicted values of the logistic model to assess the linearity of the predictors used in the ...
193 views

### What is the difference between Local Linear Regression (LLR) and Locally Estimated Scatterplot Smoothing (LOESS)?

I've looked into nonparametric regression packages in R and Python and came across two estimation methods that are relevant for my problem (i.e. replicating the semiparametric estimation in Carneiro, ...
41 views

### Loess preprocessing for robust quadratic regression?

It seems to me that we could fit a quadratic curve to the predictions of a LOESS curve in order to obtain a parametric model approximating the non-parametric LOESS model. Is this something that is ...
90 views

### What is represented by the y-axis in a loess smoothing curve?

I'm working on the Titanic data and I plotted local regression curves for a couple predictors. ...
724 views

### Rules of thumb for partial residual (component + residual) plots as diagnostics for linearity?

Here are the standard R diagnostic plots of a multiple linear regression model that includes an autoregressive term at lag-1 (i.e. AR(1)). I have logged & z-scored my input data. Ben Bolker says ...
44 views

### How to detect an increase in a loess model fitted value at the end

Sorry if the question is trivial, but I'm not finding a proper idea for this issue. I'd like to find if a series of fitted value of a loess is increasing in the end. I'm working with some data like ...
32 views

### How to decompose data into specific frequency-range components?

I have a 20 year daily wide area distributed weather data-set I would like to analyze as a part of my master thesis in engineering. Different frequency events impact my system in different ways and ...
516 views

### Decomposing a time series with some zero values

There are many techniques to decompose a time series into trend, seasonal, and remainder components. I was wondering if these techniques can be applied without worry to time series which have some ...
49 views

### Machine Learning to filter similar loess curves from a large dataset

I think I have a good dataset to apply machine learning. I have a bunch of scatter plots and I generated a loess for each. Each loess is stored as a series of Y coordinates that correspond to X ...
1k views

### Difficulty plotting a loess smooth: what causes these problems?

I'm very new at this and I don't actually understand the differences between the plotting methods, but loess seems to be giving me the most informative graphs, ...
73 views

### STL function in R: is it possible to make it backward looking?

I would like to smooth modeling input time series data using the stl function in R. Based on my understanding, the function performs a local regression using data ...
150 views

### Why does stl() decomposition require integer frequency?

I need to decompose and forecast weekly series with around 10 years of data. In this data leap years play an important role so I need the have non-integer frequency, frequency = (365.25/7) By ...
338 views

### Expectation of Median of Absolute Random Variables

Let $X_1, X_2,..., X_n$ from $N(0,\sigma^2)$. What I want to get is not $E(median(|X|))$ , but $E(median(|X_1|,|X_2|,...,|X_n|))$ Reason why I need it is because I'm studying LOWESS, and in using ...
222 views

### Seasonal weights of a time series: stl function versus subtracting average values

Say that we are dealing with a time series of 25 years of daily measurements of a variable with seasonal cycles, e.g. it reaches higher values in winter than in summer. The objective is to compute ...
459 views

### How are the local polynomials in LOESS regression joined to make a smooth curve?

I am trying to understand LOESS regression. I've read the Wikipedia and Wolfram articles on it, and the R help for the loess() function. I think I understand now how the local polynomials are derived,...
345 views

### goodness of fit / likelihood of data given model for loess

Question How can I compute the likelihood of a set of data points given a LOESS fit (of the same and/or other data points)? Alternative Are there other (better?) ways to assess how 'good' a LOESS ...
2k views

### Could the equation of the curve provided by LOESS be obtained?

Considering the LOESS fitting done with the following R code: ...
581 views

### Use loess regression with many zero values

I have measuments of vegetation coverage on Y plotted against surface height (and hence flooding frequency) on X. The vegetation often has two herb layers, which are estimated seperately. If only one ...
226 views

### Should I capitalize GAM, MARS and LOESS?

I have to mention GAM (generalized additive models), MARS (multivariate adaptive regression splines), and LOESS in an academic paper. I think GAM and MARS are capitalized in most cases, but not sure ...
2k views

### Explanation of what Nate Silver said about loess

In a question I asked recently, I was told that it was a big "no-no" to extrapolate with loess. But, in Nate Silver's most recent article on FiveThirtyEight.com he discussed using loess for making ...
351 views

### Prediction Interval for Loess Forecast

I have consulted this question on the basis of prediction intervals for loess (How to calculate prediction intervals for LOESS?). However, I am unaware of whether it is proper or possible to use ...
935 views

### Confidence interval of first derivative of a loess smooth

I have plotted the evolution of parameter vs time. I would however prefer to plot the change in these parameter vs time. Here I have seen how to predict a confidence interval for a loess smooth and ...
428 views

### Weights in Loess

I have a good working knowledge of how the loess model works but am curious as to how weights work in conjunction with the model. Obviously, this method weights locally, but many statistical packages (...
2k views

### How does a LOESS model do its prediction?

I understand the theory behind LOESS, but how does it do prediction without coefficients? I'd like to use LOESS prediction, but need to be able to explain it.
4k views

### Fitting a smoothed curve to a noisy data

I have a variable with sales data over time. It is very noisy at a disaggregate level but if you look at it as a whole, you can see a smoothing curve that follows a polynomial pattern. Is there a way ...
167 views

### Unexpected low values in LOESS regression

The following plot is generated using the scatterplot function from R's car package. The ...
462 views

### Non-linear terms in logistic regression?

I have a data set with binary response and several numerical and categorical predictors. I'm looking for ways to test if some of the numerical predictors are non-linear. I've read about lowess and ...
400 views

### Behaviour of neighbouring points in LOESS smoothing when data is not uniformly distributed

The purpose of loess is to create an 'average' value of the response for any $x$, by using points in the region of $x$ to create a local regression line. From what I understand, picking the ...
769 views

### Locally weighted regression vs. splines

What's the pros/cons of splines approaches compared to locally weighted regression approaches for the purposes of (a) scatter plot smoothing and (b) prediction? Obviously, in the case of prediction I ...
527 views

### Calculating bias and variance in a LOESS fit

I have datasets that can form several different curvy patterns between the dependent and independent variables. The 'true' relationship likely depends on a large number of factors that aren't easily ...
4k views

### GAM vs LOESS vs splines

Context: I want to draw a line in a scatterplot that doesn't appear parametric, therefore I am using geom_smooth() in ggplot in <...
212 views

### When to choose GAM over LOESS? [duplicate]

I am smoothing the relationship between a binary variable y and a continuous variable x. For this I've looked into both GAM and ...
128 views

### Time series LOESS prediction performs better on aggregate data?

I'm using the stl function in R (https://stat.ethz.ch/R-manual/R-devel/library/stats/html/stl.html) that uses loess to decompose time series and make predictions. When the time unit is one month, the ...
1k views

### Robustness Weights in LOESS behaving strangely

I've been playing around with writing my own LOESS module in Python (2 reasons: first, I wanted the practice, and second, the implementation in statsmodels doesn't ...
1k views

### LOESS for subset of data

I want to analyze the performance of two classifiers. For that I have a dataset with 30000 observations that each have an independent variable interactions and a ...
123 views

### Loess in gene enrichment analysis using DESeq

Often MA plots (Bland-Altman style representations of gene enrichments) are corrected using the LOESS method. Will a LOESS correction significantly affect the results of gene enrichment analysis? More ...
7k views

### Difference between LOESS and LOWESS

What is the difference between LOESS and LOWESS? From Wikipedia I can only see that LOESS is a generalization of LOWESS. Do they have slightly different parameters?
1k views

### R programming language: meaning of 'weights' parameter in library method 'loess'

I use the library method loess of the R programming language for non parametric data fitting. The dataset is two-dimensional. I have not found any proper documentation of the method parameter ...
2k views

### Are LOESS and GAM with one covariate the same?

I am learning about Generalized Additive Models (GAMS) and have found in multiple locations a claim that a GAM with one independent variable is identical to a bivariate LOESS regression. Is this ...
123 views

### Why does Loess Fit not extend over all datapoints in shiny app?

In a shiny app I developed, I'm fitting a number of Loess curves over the ozone datset (temperature vs ozone levels [ppm]). See Link. I wonder why the Loess fits (...
215 views

### How can we retrieve the cross-validation estimate error from local regressions in R?

I've been retrieving the following cross-validation estimate errors for natural splines (as an example). ...
4k views

### Why is stl function giving significant seasonal variation with random data

I plotted with following code with stl (Seasonal Decomposition of Time Series by Loess) function: plot(stl(ts(rnorm(144), frequency=12), s.window="periodic")) ...
7k views

### How to calculate prediction intervals for LOESS?

I have some data that I fitted using a LOESS model in R, giving me this: The data has one predictor and one response, and it is heteroscedastic. I also added confidence intervals. The problem is ...
808 views

### using loess to smooth data improves correlation. What I'm seeing here?

I'm reviewing a work of some collegues which correlates the daily number of tweets on certain topic with some other indicators. They used of loess smoothing regression to diminish the noise of the ...
538 views

### Why is locally weighted regression is a nonparametric method? How is it implemented in R?

I'm wondering where does the "nonparametric" label of locally weighted regression like LOESS or LOWESS comes from, i.e. why they are nonparametric methods? Also, I would like to know in general how ...
1k views

### Can one do GLM with LOESS transformed variables

I have binary valued classification variables, and predictors that are not really performing great in GLM with probit/logit model. Some of the predictors are also correlated with each other. I am ...
4k views

### How do I find a p-value of smooth spline / loess regression?

I have some variables and I am interested to find non-linear relationships between them. So I decided to fit some spline or loess, and print nice plots (see the code below). But, I also want to have ...
2k views

### Residuals from lowess curve

I am trying to obtain the residuals from a lowess fit. I’m using the lowess( ) function. Is there a way to do this?