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Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…

Methodology · Statistics 2024-11-14 Yanxiu Jin , Tomoya Wakayama , Renhe Jiang , Shonosuke Sugasawa

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

Statistics Theory · Mathematics 2023-09-26 Xing Yang , Jianjun Xu

A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we…

Methodology · Statistics 2014-04-22 Daniel Gervini

The proliferation of mobile devices has led to the collection of large amounts of population data. This situation has prompted the need to utilize this rich, multidimensional data in practical applications. In response to this trend, we…

Applications · Statistics 2024-07-18 Tomoya Wakayama , Shonosuke Sugasawa

Factor analysis or sometimes referred to as variable analysis has been extensively used in classification problems for identifying specific factors that are significant to particular classes. This type of analysis has been widely used in…

Machine Learning · Computer Science 2019-05-01 Nagdev Amruthnath , Tarun Gupta

Multivariate functional data are becoming ubiquitous with advances in modern technology and are substantially more complex than univariate functional data. We propose and study a novel model for multivariate functional data where the…

Methodology · Statistics 2020-07-23 Cody Carroll , Hans-Georg Müller , Alois Kneip

Factor analysis is a way to characterize the relationships between many manifest variables in terms of a smaller number of latent variables (i.e., factors). Particularly, in exploratory factor analysis (EFA), researchers consider various…

Methodology · Statistics 2025-05-06 Justin Philip Tuazon , Gia Mizrane Abubo , Joemari Olea

In this paper we review existing methods for robust functional principal component analysis (FPCA) and propose a new method for FPCA that can be applied to longitudinal data where only a few observations per trajectory are available. This…

Methodology · Statistics 2020-12-04 Graciela Boente , Matias Salibian-Barrera

The paper is concerned with asymptotic properties of the principal components analysis of functional data. The currently available results assume the existence of the fourth moment. We develop analogous results in a setting which does not…

Statistics Theory · Mathematics 2018-12-10 Piotr Kokoszka , Stilian Stoev , Qian Xiong

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

Optimization and Control · Mathematics 2017-08-02 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

Methodology · Statistics 2021-11-23 Siegfried Hörmann , Fatima Jammoul

We propose a new method for the construction and visualization of boxplot-type displays for functional data. We use a recent functional data analysis framework, based on a representation of functions called square-root slope functions, to…

Applications · Statistics 2017-02-07 Weiyi Xie , Sebastian Kurtek , Karthik Bharath , Ying Sun

Environmental problems are receiving increasing attention in socio-economic and health studies. This in turn fosters advances in recording and data collection of many related real-life processes. Available tools for data processing are…

Methodology · Statistics 2022-02-08 Alexander Gleim , Nazarii Salish

Functional data analysis involves data described by regular functions rather than by a finite number of real valued variables. While some robust data analysis methods can be applied directly to the very high dimensional vectors obtained…

Machine Learning · Statistics 2012-01-06 Fabrice Rossi , Yves Lechevallier

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables $p$ diverges as the number of serially dependent observations $n$ increases. In this paper, we…

Methodology · Statistics 2025-08-12 Shaojun Guo , Xinghao Qiao , Qingsong Wang , Zihan Wang

Complex phenomena can be better understood when broken down into a limited number of simpler "components". Linear statistical methods such as the principal component analysis and its variants are widely used across various fields of applied…

Data Analysis, Statistics and Probability · Physics 2025-01-13 Iacopo Tirelli , Miguel Alfonso Mendez , Andrea Ianiro , Stefano Discetti

This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…

Methodology · Statistics 2013-11-11 Daniel Gervini , Patrick A. Carter

We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…

Methodology · Statistics 2024-11-20 Han Lin Shang , Yang Yang