COMPARING AUTOMATIC SMOOTHERS - (A PUBLIC-SERVICE ENTERPRISE)

Four univariate smoothing techniques are compared in an extensive simulation. The methods compared are smoothing splines, kernel smooths, a running linear smoother with an adaptable window size, and regression splines. These four were selected because (a) they have been reported on in the statistical literature, and (b) because they automatically adapt all internal parameters to the particular data set being smoothed.