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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…

Statistics Theory · Mathematics 2016-08-16 André Mas , Besnik Pumo

This article investigates nonparametric estimation of variance functions for functional data when the mean function is unknown. We obtain asymptotic results for the kernel estimator based on squared residuals. Similar to the finite…

Methodology · Statistics 2008-12-16 Heng Lian

In the last few decades, building regression models for non-scalar variables, including time series, text, image, and video, has attracted increasing interests of researchers from the data analytic community. In this paper, we focus on a…

Machine Learning · Computer Science 2020-12-01 Qiyao Wang , Haiyan Wang , Chetan Gupta , Aniruddha Rajendra Rao , Hamed Khorasgani

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

Methodology · Statistics 2016-01-07 Baisen Liu , Jiguo Cao

The examples of rhythmical signals with variable period are considered. The definition of periodic function with the variable period is given as a model of such signals. The examples of such functions are given and their variable periods…

General Mathematics · Mathematics 2010-06-15 M. V Pryjmak

Modern time series are usually composed of multiple oscillatory components, with time-varying frequency and amplitude contaminated by noise. The signal processing mission is further challenged if each component has an oscillatory pattern,…

Signal Processing · Electrical Eng. & Systems 2021-10-04 Marcelo A. Colominas , Hau-Tieng Wu

We introduce a novel geometric framework for separating the phase and the amplitude variability in functional data of the type frequently studied in growth curve analysis. This framework uses the Fisher-Rao Riemannian metric to derive a…

Statistics Theory · Mathematics 2015-03-19 Anuj Srivastava , Wei Wu , Sebastian Kurtek , Eric Klassen , J. S. Marron

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…

Methodology · Statistics 2024-09-23 Issam-Ali Moindjié , Cristian Preda , Sophie Dabo-Niang

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

We suggest a new method, called Functional Additive Regression, or FAR, for efficiently performing high-dimensional functional regression. FAR extends the usual linear regression model involving a functional predictor, $X(t)$, and a scalar…

Statistics Theory · Mathematics 2015-10-15 Yingying Fan , Gareth M. James , Peter Radchenko

Functional data analysis is a growing research field as more and more practical applications involve functional data. In this paper, we focus on the problem of regression and classification with functional predictors: the model suggested…

Statistics Theory · Mathematics 2007-05-23 Louis Ferré , Nathalie Villa

A new classification method for functional data is proposed in this paper. This work is motivated by the need to identify features that discriminate between neurological conditions on which local field potentials (LFPs) were recorded.…

Methodology · Statistics 2022-02-08 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola

The function-on-function linear regression model in which the response and predictors consist of random curves has become a general framework to investigate the relationship between the functional response and functional predictors.…

Methodology · Statistics 2021-11-03 Ufuk Beyaztas , Han Lin Shang

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With…

Statistics Theory · Mathematics 2011-03-10 Ci-Ren Jiang , Jane-Ling Wang

Curve registration plays a major role in functional data analysis by separating amplitude and phase variation through warping functions and the accurate simulation of warping processes is essential for developing statistical methods that…

Methodology · Statistics 2026-01-06 Nolwenn Le Méhauté , Jean-François Coeurjolly , Marie-Hélène Descary