Functional linear regression with derivatives
Statistics Theory
2016-08-16 v1 Statistics Theory
Abstract
We introduce a new model of linear regression for random functional inputs taking into account the first order derivative of the data. We propose an estimation method which comes down to solving a special linear inverse problem. Our procedure tackles the problem through a double and synchronized penalization. An asymptotic expansion of the mean square prevision error is given. The model and the method are applied to a benchmark dataset of spectrometric curves and compared with other functional models.
Cite
@article{arxiv.math/0610221,
title = {Functional linear regression with derivatives},
author = {André Mas and Besnik Pumo},
journal= {arXiv preprint arXiv:math/0610221},
year = {2016}
}