LOWESS (Locally Weighted Scatterplot Smoothing) example with statsmodels and plotly

lowess_example.py

"""
References
----------

- https://www.statsmodels.org/stable/generated/statsmodels.nonparametric.smoothers_lowess.lowess.html#statsmodels.nonparametric.smoothers_lowess.lowess
- https://plotly.com/python/line-and-scatter/#scatter-and-line-plot-with-goscatter
"""

import numpy as np
import plotly.graph_objects as go
from statsmodels.nonparametric.smoothers_lowess import lowess

x = np.random.uniform(low = -2*np.pi, high = 2*np.pi, size=500)
y = np.sin(x) + np.random.normal(size=len(x))

# fit LOWESS using a fraction of 0.2, 0.4, ... 1.0 of the data
fits = [
    (i/10,
     lowess(y, x, frac=i/10, return_sorted=False)
    ) for i in range(2, 11, 2)
]

# visualization
fig = go.Figure()

fig.add_trace(
    go.Scatter(
        x=x,
        y=y,
        name='Sine',
        mode='markers'
    )
)

for frac, yhat in fits:
    fig.add_trace(
        go.Scatter(
            x=x,
            y=yhat,
            name=f'LOWESS - frac = {frac}',
            mode='markers'
        )
    )

fig.show()

Plot Output