Determining Functional Relations in Multivariate Oceanographic Systems: Model II Multiple Linear Regression

Determining Functional Relations in Multivariate Oceanographic Systems: Model II Multiple Linear Regression

A method for estimating multivariate functional relationships between sets of measured oceanographic, meteorological, and other field data is presented. Model II regression is well known for describing functional relationships between two variables. However, there is little accessible guidance for the researcher wishing to apply model II methods to a multivariate system consisting of three or m...

From Multivariate to Functional Linear Regression

Abstract. The aim of this contribution is to present a new, however rapidly developing domain of statistics – functional data analysis (FDA). A particular problem of extending multivariate regression to the functional setting is discussed. First of all, two real data sets and connected problems are presented. Multivariate regression is briefly recalled focusing mainly on the case of strongly co...

Part II Multiple Linear Regression

Some Modifications to Calculate Regression Coefficients in Multiple Linear Regression

In a multiple linear regression model, there are instances where one has to update the regression parameters. In such models as new data become available, by adding one row to the design matrix, the least-squares estimates for the parameters must be updated to reflect the impact of the new data. We will modify two existing methods of calculating regression coefficients in multiple linear regres...

A Bayesian Multivariate Functional Dynamic Linear Model

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data—functional, time dependent, and multivariate components—we extend hierarchical dynamic linear models for multivariate time series to the functional data setting. We also develop Bayesian spline theory in a more general constrained optimization fr...