Connect nearby co-ordinates to form a 3D line

How do I connect the nearby x, y and z co-ordinates into a 3D line?

If I connect them using line(x,y,z), I am unable to connect the nearby points and end up obtaining a zig-zag connection.

I have tried alphaShape() to obtain the overall shape of the plot, but I need the output to be a 3D line.

I'd appreciate some help. Thank you