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Open AccessJournal ArticleDOI

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...

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Citations
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Journal ArticleDOI

Functional sufficient dimension reduction based on weighted method

TL;DR: Wang et al. as mentioned in this paper proposed a robust version of FSIR called the soft weighted FSIR (SFSIR), which used a trimmed and spatial median estimate to replace the classic moment estimation.
Posted Content

P-spline smoothed functional ICA of EEG data

TL;DR: In this article, a functional independent component analysis (FICA) based on the use of fourth moments is proposed to estimate brain electrical activity sources from EEG signals, which is motivated by mapping adverse artifactual events caused by body movements and physiological activity originated outside the brain.
Journal ArticleDOI

Dynamic prediction with time‐dependent marker in survival analysis using supervised functional principal component analysis

TL;DR: In this article , a novel supervised functional principal component analysis (FPCA) is proposed, where the functional principal components are determined to optimize the association between the time-varying biomarker and time-to-event outcome.
Journal ArticleDOI

Testing Stability in Functional Event Observations with an Application to IPO Performance

TL;DR: In this paper , the authors propose a change point analysis that has two steps, in which the first step segments the series into segments in which frequency of events is approximately homogeneous using a new binary segmentation procedure for event frequencies.
References
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Journal ArticleDOI

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TL;DR: Locally linear embedding (LLE) is introduced, an unsupervised learning algorithm that computes low-dimensional, neighborhood-preserving embeddings of high-dimensional inputs that learns the global structure of nonlinear manifolds.
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Dynamic programming algorithm optimization for spoken word recognition

TL;DR: This paper reports on an optimum dynamic progxamming (DP) based time-normalization algorithm for spoken word recognition, in which the warping function slope is restricted so as to improve discrimination between words in different categories.
Journal ArticleDOI

Generalized Additive Models

TL;DR: The class of generalized additive models is introduced, which replaces the linear form E fjXj by a sum of smooth functions E sj(Xj), and has the advantage of being completely auto- matic, i.e., no "detective work" is needed on the part of the statistician.