Functional Data Analysis
TLDR
In this article, the authors provide an overview of FDA, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is functional principal component analysis (FPCA).Abstract:
With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. These are both examples of functional data, which has become a commonly encountered type of data. Functional data analysis (FDA) encompasses the statistical methodology for such data. Broadly interpreted, FDA deals with the analysis and theory of data that are in the form of functions. This paper provides an overview of FDA, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is functional principal component analysis (FPCA). FPCA is an important dimension reduction tool, and in sparse data situations it can be used to impute functional data that are sparsely observed. Other dimension reduction approaches are also discussed. In addition, we review another core technique, functional linear regression, as well as clustering and classification of functional d...read more
Citations
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Subgroup analysis for the functional linear model
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Peer Review
Generalized functional linear regression models with a mixture of complex function-valued and scalar-valued covariates prone to measurement error
TL;DR: In this paper , the authors proposed simulation extrapolation and regression calibration to correct measurement errors associated with a mixture of functional and scalar covariates prone to classical measurement errors in generalized functional linear regression.
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Contagion Patterns Classification in Stock Indices: A Functional Clustering Analysis Using Decision Trees
TL;DR: In this article , the authors identify the main determinants of the countries that present contagion during the period 2000-2021, based on the determination of the behavior patterns of 18 stock market indices of 15 of the main economies.
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