Locally Weighted Scatterplot Smoothing (LOWESS)¶

LOWESS algorithm smoothes the data based on locally weighted polynomial regression.

Tool Support

Excel
Matlab

For details refer to the online documentation of the function http://www.mathworks.de/de/help/curvefit/smooth.html.
R

For details refer to the online documentation of the function http://stat.ethz.ch/R-manual/R-patched/library/stats/html/loess.html.

Single Steps using the Algorithm

References

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.

http://www.people.fas.harvard.edu/~gov2000/Handouts/lowess.pdf
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.

http://www.econ.pdx.edu/faculty/KPL/readings/cleveland88.pdf