A survey of functional principal component analysis
نویسندگان
چکیده
منابع مشابه
A survey of functional principal component analysis
Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical representations are curves, images or shapes. As a new area of statistics, functional data analysis extends existing methodologies and theories from the realms of functional analysis, generalized linear model, multivariate data analysis, nonparametric statistics, regression model...
متن کاملMultilevel Functional Principal Component Analysis.
The Sleep Heart Health Study (SHHS) is a comprehensive landmark study of sleep and its impacts on health outcomes. A primary metric of the SHHS is the in-home polysomnogram, which includes two electroencephalographic (EEG) channels for each subject, at two visits. The volume and importance of this data presents enormous challenges for analysis. To address these challenges, we introduce multilev...
متن کاملLocal functional principal component analysis
Covariance operators of random functions are crucial tools to study the way random elements concentrate over their support. The principal component analysis of a random function X is well-known from a theoretical viewpoint and extensively used in practical situations. In this work we focus on local covariance operators. They provide some pieces of information about the distribution of X around ...
متن کاملStructured functional principal component analysis.
Motivated by modern observational studies, we introduce a class of functional models that expand nested and crossed designs. These models account for the natural inheritance of the correlation structures from sampling designs in studies where the fundamental unit is a function or image. Inference is based on functional quadratics and their relationship with the underlying covariance structure o...
متن کاملLocalized Functional Principal Component Analysis.
We propose localized functional principal component analysis (LFPCA), looking for orthogonal basis functions with localized support regions that explain most of the variability of a random process. The LFPCA is formulated as a convex optimization problem through a novel Deflated Fantope Localization method and is implemented through an efficient algorithm to obtain the global optimum. We prove ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: AStA Advances in Statistical Analysis
سال: 2013
ISSN: 1863-8171,1863-818X
DOI: 10.1007/s10182-013-0213-1