O możliwości wykorzystania regresji LOESS w analizie szeregów czasowych

Abstract

The article presents the statistical method known as the LOESS Regression and a possibility of its application in the analysis of time series. The advantages of the methodhave been compared to the alternative techniques: the central moving average and the linear regression to calculate the trends in time. The final part of the article contains the instruction of how to calculate the LOESS Regression in the R program with the package ggplot2.

Keywords

• LOESS regression
• time series
• ggplot2