The thing that powers STL is the notion of local regression—LOESS itself is a terrible acronym formed from LOcal regrESSion—whatever drugs the statisticians were on in the 1990s, sign me up for them. We're already familiar with the idea of linear regression from Chapter 1, How to Solve All Machine Learning.
Recall that the role of linear regression is that given a straight line function: 
. We want to estimate 
and 
. Instead of trying to ...
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