Functional linear regression with derivatives

نویسندگان

  • André MAS
  • Besnik PUMO
چکیده

We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our procedure tackles the problem through a double and synchronized penalization. An asymptotic expansion of the mean square prevision error is given. The model and the method are applied to a benchmark dataset of spectrometric curves and compared with other functional models.

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تاریخ انتشار 2017