Functional principal component analysis

About: Functional principal component analysis is a research topic. Over the lifetime, 694 publications have been published within this topic receiving 21739 citations. The topic is also known as: FPCA.

Functional Data Analysis

Abstract: When either data or the models for them involve functions, and when only weak assumptions about these functions such as smoothness are permitted, familiar statistical methods must be modified and new approaches developed in order to take advantage of this smoothness. The first part of the article considers some general issues such as characteristics of functional data, uses of derivatives in functional modelling, estimation of phase variation by the alignment or registration of curve features, the nature of error, and so forth. The second section describes functional versions of traditional methods such principal components analysis and linear modelling, and also mentions purely functional approaches that involve working with and estimating differential equations in the functional data analysis process.

Functional Data Analysis

Abstract: Scientists today collect samples of curves and other functional observations. This monograph presents many ideas and techniques for such data. Included are expressions in the functional domain of such classics as linear regression, principal components analysis, linear modelling, and canonical correlation analysis, as well as specifically functional techniques such as curve registration and principal differential analysis. Data arising in real applications are used throughout for both motivation and illustration, showing how functional approaches allow us to see new things, especially by exploiting the smoothness of the processes generating the data. The data sets exemplify the wide scope of functional data analysis; they are drwan from growth analysis, meterology, biomechanics, equine science, economics, and medicine. The book presents novel statistical technology while keeping the mathematical level widely accessible. It is designed to appeal to students, to applied data analysts, and to experienced researchers; it will have value both within statistics and across a broad spectrum of other fields. Much of the material is based on the authors' own work, some of which appears here for the first time. Jim Ramsay is Professor of Psychology at McGill University and is an international authority on many aspects of multivariate analysis. He draws on his collaboration with researchers in speech articulation, motor control, meteorology, psychology, and human physiology to illustrate his technical contributions to functional data analysis in a wide range of statistical and application journals. Bernard Silverman, author of the highly regarded "Density Estimation for Statistics and Data Analysis," and coauthor of "Nonparametric Regression and Generalized Linear Models: A Roughness Penalty Approach," is Professor of Statistics at Bristol University. His published work on smoothing methods and other aspects of applied, computational, and theoretical statistics has been recognized by the Presidents' Award of the Committee of Presidents of Statistical Societies, and the award of two Guy Medals by the Royal Statistical Society.

Functional Data Analysis for Sparse Longitudinal Data

Abstract: We propose a nonparametric method to perform functional principal components analysis for the case of sparse longitudinal data. The method aims at irregularly spaced longitudinal data, where the number of repeated measurements available per subject is small. In contrast, classical functional data analysis requires a large number of regularly spaced measurements per subject. We assume that the repeated measurements are located randomly with a random number of repetitions for each subject and are determined by an underlying smooth random (subject-specific) trajectory plus measurement errors. Basic elements of our approach are the parsimonious estimation of the covariance structure and mean function of the trajectories, and the estimation of the variance of the measurement errors. The eigenfunction basis is estimated from the data, and functional principal components score estimates are obtained by a conditioning step. This conditional estimation method is conceptually simple and straightforward to implement...

Functional Data Analysis

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...

Some Tools for Functional Data Analysis

Abstract: Multivariate data analysis permits the study of observations which are finite sets of numbers, but modern data collection situations can involve data, or the processes giving rise to them, which are functions. Functional data analysis involves infinite dimensional processes and/or data. The paper shows how the theory of L-splines can support generalizations of linear modelling and principal components analysis to samples drawn from random functions. Spline smoothing rests on a partition of a function space into two orthogonal subspaces, one of which contains the obvious or structural components of variation among a set of observed functions, and the other of which contains residual components. This partitioning is achieved through the use of a linear differential operator, and we show how the theory of polynomial splines can be applied more generally with an arbitrary operator and associated boundary constraints. These data analysis tools are illustrated by a study of variation in temperature-precipitation patterns among some Canadian weather-stations.