Functional mixed effects spectral analysis
In many experiments, time series data can be collected from multiple units and multiple time series segments can be collected from the same unit. This article introduces a mixed effects Cramér spectral representation which can be used to model the effects of design covariates on the second-order power spectrum while accounting for potential correlations among the time series segments collected from the same unit. The transfer function is composed of a deterministic component to account for the population-average effects and a random component to account for the unit-specific deviations. The resulting log-spectrum has a functional mixed effects representation where both the fixed effects and random effects are functions in the frequency domain. It is shown that, when the replicate-specific spectra are smooth, the log-periodograms converge to a functional mixed effects model. A data-driven iterative estimation procedure is offered for the periodic smoothing spline estimation of the fixed effects, penalized estimation of the functional covariance of the random effects, and unit-specific random effects prediction via the best linear unbiased predictor. Copyright 2011, Oxford University Press.
Year of publication: |
2011
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Authors: | Krafty, Robert T. ; Hall, Martica ; Guo, Wensheng |
Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 98.2011, 3, p. 583-598
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Publisher: |
Biometrika Trust |
Saved in:
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