Showing 1 - 6 of 6
We introduce continuously additive models, which can be viewed as extensions of additive regression models with vector predictors to the case of infinite-dimensional predictors. This approach produces a class of flexible functional nonlinear regression models, where random predictor curves are...
Persistent link: https://www.econbiz.de/10010969903
We consider the problem of estimating functional derivatives and gradients in the framework of a regression setting where one observes functional predictors and scalar responses. Derivatives are then defined as functional directional derivatives that indicate how changes in the predictor...
Persistent link: https://www.econbiz.de/10009148383
In most current data modelling for time-dynamic systems, one works with a prespecified differential equation and attempts to estimate its parameters. In contrast, we demonstrate that in the case of functional data, the equation itself can be inferred. Assuming only that the dynamics are...
Persistent link: https://www.econbiz.de/10010969889
We propose covariate adjustment methodology for a situation where one wishes to study the dependence of a generalized response on predictors while both predictors and response are distorted by an observable covariate. The distorting covariate is thought of as a size measurement that affects...
Persistent link: https://www.econbiz.de/10005018144
We propose a generalization of the varying coefficient model for longitudinal data to cases where not only current but also recent past values of the predictor process affect current response. More precisely, the targeted regression coefficient functions of the proposed model have sliding window...
Persistent link: https://www.econbiz.de/10005559466
Data collected by scientists are increasingly in the form of trajectories or curves. Often these can be viewed as realizations of a composite process driven by both amplitude and time variation. We consider the situation in which functional variation is dominated by time variation, and develop a...
Persistent link: https://www.econbiz.de/10005569487