I previously made some observations of lake depth in central Finland and plotted them in octave. I let octave use its own smoothing and interpolation between my datapoints. Now I'm curious to look a little at a simple algorithm of my own.
It's a simple method in a field of statistical computing (called machine learning, statistical learning, artificial intelligence, data mining, supervised learning, etc). The method is called k-nearest neighbours. 'k' simply refers to the number of nearest neighbours one takes into account.