Algorithm 1 Loss aware smoothing

Input:  $y:Bandwidth Slice$, Z: Series length, q: smoothing window  size  Output:  MSE,$\widehat{y} :$ locally fitted value using local smoothing technique  Process:  1- For n = q to Z − q do  2- Initialize K [];  3- for j = n − q to n + q Do  4- $\widehat{y} \leftarrow$smooth (y$\left(j\right)) with minimum MSE$  5- Assign ($\widehat{y}\left(j\right)) into K$ []  6- Return $\widehat{y}$