Structural components in functional data
Details
Serval ID
serval:BIB_411E6C9ED6CB
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Structural components in functional data
Journal
Computational Statistics and Data Analysis
ISSN
0167-9473
Publication state
Published
Issued date
2009
Peer-reviewed
Oui
Volume
53
Number
9
Pages
3452-3465
Language
english
Abstract
Analyzing functional data often leads to finding common factors, for which functional principal component analysis proves to be a useful tool to summarize and characterize the random variation in a function space. The representation in terms of eigenfunctions is optimal in the sense of L-2 approximation. However, the eigenfunctions are not always directed towards an interesting and interpretable direction in the context of functional data and thus could obscure the underlying structure. To overcome such difficulty, an alternative to functional principal component analysis is proposed that produces directed components which may be more informative and easier to interpret. These structural components are similar to principal components, but are adapted to situations in which the domain of the function may be decomposed into disjoint intervals such that there is effectively independence between intervals and positive correlation within intervals. The approach is demonstrated with synthetic examples as well as real data. Properties for special cases are also studied.
Web of science
Create date
06/02/2010 18:22
Last modification date
20/08/2019 13:40