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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...
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In longitudinal data analysis one frequently encounters non-Gaussian data that are repeatedly collected for a sample of individuals over time. The repeated observations could be binomial, Poisson or of another discrete type or could be continuous. The timings of the repeated measurements are...
Persistent link: https://www.econbiz.de/10005140251
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...
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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 introduce a new methodological framework for repeatedly observed and thus dependent functional data, aiming at situations where curves are recorded repeatedly for each subject in a sample. Our methodology covers the case where the recordings of the curves are scheduled on a regular and dense...
Persistent link: https://www.econbiz.de/10010971098
We introduce a functional volatility process for modeling volatility trajectories for high frequency observations in financial markets and describe functional representations and data-based recovery of the process from repeated observations. A study of its asymptotic properties, as the frequency...
Persistent link: https://www.econbiz.de/10011052331
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