Questions tagged [loess]

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

Filter by
Sorted by
Tagged with
2
votes
1answer
40 views

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 ...
2
votes
2answers
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, ...
2
votes
0answers
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 ...
0
votes
2answers
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. ...
2
votes
2answers
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 ...
1
vote
0answers
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 ...
1
vote
0answers
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 ...
2
votes
1answer
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 ...
0
votes
1answer
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 ...
2
votes
1answer
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, ...
0
votes
1answer
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 ...
2
votes
0answers
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 ...
3
votes
2answers
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 ...
2
votes
0answers
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 ...
2
votes
1answer
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,...
2
votes
0answers
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 ...
2
votes
1answer
2k views

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

Considering the LOESS fitting done with the following R code: ...
6
votes
1answer
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 ...
3
votes
1answer
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 ...
23
votes
1answer
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 ...
1
vote
0answers
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 ...
1
vote
1answer
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 ...
1
vote
0answers
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 (...
2
votes
1answer
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.
4
votes
2answers
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 ...
0
votes
0answers
167 views

Unexpected low values in LOESS regression

The following plot is generated using the scatterplot function from R's car package. The ...
0
votes
4answers
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 ...
3
votes
1answer
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 ...
2
votes
0answers
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 ...
3
votes
1answer
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 ...
14
votes
1answer
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 <...
6
votes
0answers
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 ...
1
vote
1answer
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 ...
3
votes
0answers
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 ...
2
votes
1answer
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 ...
2
votes
1answer
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 ...
17
votes
2answers
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?
1
vote
1answer
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 ...
5
votes
3answers
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 ...
3
votes
0answers
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 (...
1
vote
0answers
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). ...
10
votes
2answers
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")) ...
17
votes
1answer
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 ...
0
votes
0answers
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 ...
1
vote
0answers
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 ...
2
votes
1answer
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 ...
10
votes
1answer
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 ...
3
votes
1answer
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?
3
votes
0answers
798 views

Forecastability and Coefficient of Variation

I'm trying to get a sense check here. When determining "forecastability" for sales data, I tend to use the CV. However, this is highly susceptible to seasonality and outliers. As such, I was wondering:...
0
votes
0answers
267 views

What is the difference between Bézier splines and Loess curves?

I'm a bit naive on this topic, and wanted to understand the difference in the mechanics of Bézier splines and Loess curves as curve-fitting methods.