Search Results - subject:"Functional principal component"

DUZGUNLESTIRILMIS FONKSIYONEL ANA BILESENLER ANALIZI ILE IMKB VERILERININ INCELENMESI

Ertas, Kadir; Keser, Istem Koymen - In: Istanbul University Econometrics and Statistics e-Journal 8 (2008) 1, pp. 1-32

In most situations, modern technological developments give rise to the cases where samples are drawn from a population of real random functions. Functional Data Analysis (FDA) is an appropriate multivariate statistical approximation since the classical multivariate methods can not be used when a...

Persistent link: https://www.econbiz.de/10005012089

Series expansion for functional sufficient dimension reduction

Lian, Heng; Li, Gaorong - In: Journal of Multivariate Analysis 124 (2014) C, pp. 150-165

Functional data are infinite-dimensional statistical objects which pose significant challenges to both theorists and practitioners. Both parametric and nonparametric regressions have received attention in the functional data analysis literature. However, the former imposes stringent constraints...

Persistent link: https://www.econbiz.de/10010737766

Functional data clustering: a survey

Jacques, Julien; Preda, Cristian - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 231-255

Clustering techniques for functional data are reviewed. Four groups of clustering algorithms for functional data are proposed. The first group consists of methods working directly on the evaluation points of the curves. The second groups is defined by filtering methods which first approximate...

Persistent link: https://www.econbiz.de/10010949657

Principal differential analysis of the Aneurisk65 data set

Rosa, Matilde Dalla; Sangalli, Laura; Vantini, Simone - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 287-302

effect of the vessel surface, that functional principal component analysis is not able to detect. Copyright Springer … sets. In particular, we compare the results provided by principal differential analysis and by functional principal … component analysis in the dimensional reduction of three synthetic data sets, and of a real data set concerning 65 three …

Persistent link: https://www.econbiz.de/10010995273

Model-based clustering for multivariate functional data

Jacques, Julien; Preda, Cristian - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 92-106

The first model-based clustering algorithm for multivariate functional data is proposed. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, based on the assumption of normality of the principal component scores, is defined and estimated...

Persistent link: https://www.econbiz.de/10010719669

Estimating mixture of Gaussian processes by kernel smoothing

Huang, Mian; Li, Runze; Wang, Hansheng; Yao, Weixin - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 259-270

Persistent link: https://www.econbiz.de/10010488564

Crop decision planning under yield and price uncertainties

Kantanantha, Nantachai - 2007

This research focuses on developing a crop decision planning model to help farmers make decisions for an upcoming crop year. The decisions consist of which crops to plant, the amount of land to allocate to each crop, when to grow, when to harvest, and when to sell. The objective is to maximize...

Persistent link: https://www.econbiz.de/10009475761

Asignación de primas en el seguro del automóvil utilizando el Análisis en Componentes Principales Funcionales = Premium allocation in the car insurance by using Functional Principa...

González, Segovia; Manuela, M.; Guerrero Casas, Flor M.; … - In: Revista de Métodos Cuantitativos para la Economía y … 4 (2007) 1, pp. 56-74

Principal Component Analysis. More precisely, we explain an empirical study with the real data of an insurance company. By … market is very competitive. In this article we show a bonus-malus method of risk premiums. To do this, we use the Functional …

Persistent link: https://www.econbiz.de/10005403973

M-type smoothing spline estimators for principal functions

Lee, Seokho; Shin, Hyejin; Billor, Nedret - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 89-100

functional principal component analysis into alternating penalized M-regression with a bounded loss function. The resulting … method on simulated and real data and compare it with the conventional functional principal component analysis and other … robust functional principal component analysis techniques. …

Persistent link: https://www.econbiz.de/10010871313

A dynamic semiparametric factor model for implied volatility string dynamics

Fengler, Matthias R.; Härdle, Wolfgang Karl; Mammen, Enno - 2005

methods from functional principal component analysis and backfitting techniques for additive models. The model is found to …

Persistent link: https://www.econbiz.de/10010274108