Local regression

An example of a LOESS cruve

Local regression or local polynomial regression, also known as moving regression, is a general statement of the moving average and polynomial regression.

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.

References

  1. ↑ Fox & Weisberg 2018, Appendix.
  2. ↑ Harrell 2015, p. 29.
  3. ↑ Garimella 2017.
  4. ↑ "Savitzky–Golay filtering – MATLAB sgolayfilt". Mathworks.com. Archived from the original on 2013-05-09. Retrieved 2024-08-22.
  5. ↑ "scipy.signal.savgol_filter — SciPy v0.16.1 Reference Guide". Docs.scipy.org.