Search Results - subject:"Functional data"

A functional approach to monitor and recognize patterns of daily traffic profiles

Guardiola, I.G.; Leon, T.; Mallor, F. - In: Transportation Research Part B: Methodological 65 (2014) C, pp. 119-136

Functional Data Analysis (FDA) is a collection of statistical techniques for the analysis of information on curves or …

Persistent link: https://www.econbiz.de/10010786540

Recursive estimation of nonparametric regression with functional covariate

Amiri, Aboubacar; Crambes, Christophe; Thiam, Baba - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 154-172

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of recursive kernel estimates of the regression function...

Persistent link: https://www.econbiz.de/10010871359

Testing stationarity of functional time series

Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory - In: Journal of Econometrics 179 (2014) 1, pp. 66-82

Economic and financial data often take the form of a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and term structure curves, and intraday volatility curves. Such curves can be viewed as a time series of functions. A fundamental issue that...

Persistent link: https://www.econbiz.de/10011052307

Approximate inference for spatial functional data on massively parallel processors

Rakêt, Lars Lau; Markussen, Bo - In: Computational Statistics & Data Analysis 72 (2014) C, pp. 227-240

greater than ever. The functional mixed-effects model is a well established class of models for analyzing functional data …. Spatial functional data in a mixed-effects setting is considered, and so-called operator approximations for doing inference in … points.11Code for analyzing spatial functional data on graphics processing units is available as Supplementary material. …

Persistent link: https://www.econbiz.de/10011056417

Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults

Şentürk, Damla; Ghosh, Samiran; Nguyen, Danh V. - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 1-15

Motivated by a longitudinal study on factors affecting the frequency of clinic visits of older adults, an exploratory time varying lagged regression analysis is proposed to relate a longitudinal response to multiple cross-sectional and longitudinal predictors from time varying lags. Regression...

Persistent link: https://www.econbiz.de/10011056419

Variable and boundary selection for functional data via multiclass logistic regression modeling

Matsui, Hidetoshi - In: Computational Statistics & Data Analysis 78 (2014) C, pp. 176-185

affect classification. We focus on the form of ℓ1 penalties in logistic regression models for functional data, in particular …

Persistent link: https://www.econbiz.de/10011056462

A robust algorithm for template curve estimation based on manifold embedding

Dimeglio, Chloé; Gallón, Santiago; Loubes, Jean-Michel; … - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 373-386

developed. When the functional data lie on an unknown intrinsically low-dimensional smooth manifold, the corresponding empirical …

Persistent link: https://www.econbiz.de/10011056513

Pairwise dynamic time warping for event data

Arribas-Gil, Ana; Müller, Hans-Georg - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 255-268

A new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes is introduced. The approach is developed within a framework where for each experimental unit or subject in a sample, a random number of event times or random locations...

Persistent link: https://www.econbiz.de/10011056611

New insights on permutation approach for hypothesis testing on functional data

Corain, Livio; Melas, Viatcheslav; Pepelyshev, Andrey; … - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 339-356

problems. The purpose of this work is to present some new insights in the context of nonparametric inference on functional data …The permutation approach for testing the equality of distributions and thereby comparing two populations of functional … data has recently received increasing attention thanks to the flexibility of permutation tests to handle complex testing …

Persistent link: https://www.econbiz.de/10010949655

Hilbertian spatial periodically correlated first order autoregressive models

Haghbin, H.; Shishebor, Z.; Soltani, A. - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 303-319

assumes periodicity in its autocorrelation function. Plausibly, it explains spatial functional data resulted from phenomena …

Persistent link: https://www.econbiz.de/10010949656