Data Denoising with LOWESS (Locally Weighted Scatterplot Smoothing)¶
This step applies the LOWESS algorithm to denoise the input time series data.
- One-dimensional time series data
- Denoised time series data
W.S. Cleveland, LOWESS: A program for smoothing scatterplots by robust locally weighted regression, The American Statistician, vol. 35 (1), pp. 54, 1981.
W.S. Cleveland, Robust Locally Weighted Regression and Smoothing Scatterplots, Journal of the American Statistical Association, vol. 74 (368), pp. 829-836, 1979.
W.S. Cleveland, S.J. Devlin, Locally-Weighted Regression: An Approach to Regression Analysis by Local Fitting, Journal of the American Statistical Association, vol. 83 (403), pp. 596-610, 1988.