Geothermal means heat from the earth. This heat can be harnessed through drilling of geothermal wells which takes between 60 and 90 days depending on the rock formation. After drilling, data for measuring well output is collected. These data which includes wellhead pressure, lip pressure and the weir height depicts heavy tailedness characteristics and therefore an attempt to fit OLS model leads to model misspecification. In this book, loess procedure has been used to fit the data. The methodology used in identifying the right parameters for the loess procedure has been defined in detail.