In this work we present a nonparametric approach, which works on minimal assumptions, to reconstruct the cosmic expansion of the Universe. We propose to combine a locally weighted scatterplot smoothing method and a simulation-extrapolation method. The first one (Loess) is a nonparametric approach that allows to obtain smoothed curves with no prior knowledge of the functional relationship between variables nor of the cosmological quantities. The second one (Simex) takes into account the effect of measurement errors on a variable via a simulation process. For the reconstructions we use as raw data the Union2.1 Type Ia Supernovae compilation, as well as recent Hubble parameter measurements. This work aims to illustrate the approach, which turns out to be a self-sufficient technique in the sense we do not have to choose anything by hand. We examine the details of the method, among them the amount of observational data needed to perform the locally weighted fit which will define the robustness of our reconstruction. In view of our results, we believe that our proposal offers a promising alternative for reconstructing global trends of cosmological data when there is little intuition on the relationship between the variables and we also think it even presents good prospects to generate reliable mock data points where the original sample is poor.
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