LOESS Smoothing

This interactive LOESS smoothing example is one of the key motivating examples in my thesis. LOESS smoothing is a commonly used technique that allows for a trend to be made visible in a noisy dataset. The key parameter of interest is the “span” parameter that determines the size of the spanning window used for local regression. By setting a higher value of “span”, more data points will be used to construct the smoother at each point along the curve. This means the LOESS curve will be more smooth than one constructed with a lower “span”.

An HTML slider control allows us to change the value of the “span” parameter in an easy manner. Setting “span” to a low value of 0.05 allows us to observe its effect by transitioning the line to become more “noisy”. Indeed, the spanning window is so small that the LOESS curve is no longer a curve but a jagged line that is drawn through each data point.

The following video demonstrates the loess example found in the sjpMScThesis package, which can be downloaded at my Master’s Thesis page. To run this example yourself, open R and run the following command: library(sjpMScThesis) ; thesisExample("loess")

This video is best viewed in full-screen.

Download

This video example is available in both MP4 (x264) and WebM formats: