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Is it possible to do LOESS smoothing on equally spaced data using convolution?

The Wikipedia article on LOESS mentions a possibility of using a FIR filter for LOESS. I could not find anything more about it, though.

I'm currently using statsmodels.nonparametric.smoothers_lowess.lowess in Python but it's slow. I tried switching to a Savitzky-Golay smoothing filter but I could not get comparable results on my data.

I mostly use this for detrending.

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  • $\begingroup$ Can you clarify your question a bit? What kind of data are you trying to smooth (or is it detrend)? Are you just looking for faster algorithm or do you want to use convolution for a specific reason? $\endgroup$
    – MBaz
    Oct 12, 2016 at 2:06
  • $\begingroup$ @MBaz I need a faster implementation of lowess. The function I'm using right now is more generic and does not take into account that the data is evenly sampled. It's a biological signal. I use lowess for both detrending and smoothing since it preserves the part of the signal I care about most. The method is validated so I'm not looking for an alternative. $\endgroup$
    – pkuhar
    Oct 14, 2016 at 18:34

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