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In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…

Methodology · Statistics 2024-06-27 Edward Gunning , Giles Hooker

In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

Time series analysis has found widespread applications in areas such as weather forecasting, anomaly detection, and healthcare. While deep learning approaches have achieved significant success in this field, existing methods often adopt a…

Artificial Intelligence · Computer Science 2025-11-26 Xiangkai Ma , Xiaobin Hong , Wenzhong Li , Sanglu Lu

Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be diverging with, or even larger than the number of temporally…

Statistics Theory · Mathematics 2021-09-01 Shaojun Guo , Xinghao Qiao

Score-based generative modelling (SGM) has proven to be a very effective method for modelling densities on finite-dimensional spaces. In this work we propose to extend this methodology to learn generative models over functional spaces. To…

Accounting for phase variability is a critical challenge in functional data analysis. To separate it from amplitude variation, functional data are registered, i.e., their observed domains are deformed elastically so that the resulting…

Methodology · Statistics 2021-08-13 Alexander Bauer , Fabian Scheipl , Helmut Küchenhoff , Alice-Agnes Gabriel

We propose a new fast generalized functional principal components analysis (fast-GFPCA) algorithm for dimension reduction of non-Gaussian functional data. The method consists of: (1) binning the data within the functional domain; (2)…

Methodology · Statistics 2023-06-06 Andrew Leroux , Ciprian Crainiceanu , Julia Wrobel

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical…

Machine Learning · Statistics 2018-03-05 Faicel Chamroukhi , Hien D. Nguyen

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

In this paper, we address the problem of dimension reduction for time series of functional data $(X_t\colon t\in\mathbb{Z})$. Such {\it functional time series} frequently arise, e.g., when a continuous-time process is segmented into some…

Statistics Theory · Mathematics 2015-06-03 Siegfried Hörmann , Łukasz Kidziński , Marc Hallin

In many modern applications, discretely-observed data may be naturally understood as a set of functions. Functional data often exhibit two confounded sources of variability: amplitude (y-axis) and phase (x-axis). The extraction of amplitude…

Methodology · Statistics 2025-05-22 Yoonji Kim , Oksana A. Chkrebtii , Sebastian A. Kurtek

The use of a hypothetical generative model was been suggested for causal analysis of observational data. The very assumption of a particular model is a commitment to a certain set of variables and therefore to a certain set of possible…

Artificial Intelligence · Computer Science 2023-06-09 Nimrod Megiddo

Many real-world systems are often regarded as weakly coupled limit-cycle oscillators, in which each oscillator corresponds to a dynamical system with many degrees of freedom that have collective oscillations. One of the most practical…

Adaptation and Self-Organizing Systems · Physics 2022-11-21 Takahiro Arai , Yoji Kawamura , Toshio Aoyagi

Functional data analysis (FDA) is a statistical framework that allows for the analysis of curves, images, or functions on higher dimensional domains. The goals of FDA, such as descriptive analyses, classification, and regression, are…

Methodology · Statistics 2023-12-12 Jan Gertheiss , David Rügamer , Bernard X. W. Liew , Sonja Greven

Phase-amplitude coupling (PAC), a form of cross-frequency interaction, has been implicated in various cognitive functions and, by extension, in neural communication and information integration. Accurately detecting and characterising PAC is…

Neurons and Cognition · Quantitative Biology 2026-03-11 Rajintha Gunawardena , Fei He

Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…

Methodology · Statistics 2022-04-13 Ci-Ren Jiang , Eardi Lila , John AD Aston , Jane-Ling Wang

This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…

Econometrics · Economics 2025-09-16 Degui Li , Yu-Ning Li , Peter C. B. Phillips

Modern generative models exhibit unprecedented capabilities to generate extremely realistic data. However, given the inherent compositionality of the real world, reliable use of these models in practical applications requires that they…

Machine Learning · Computer Science 2025-07-29 Maya Okawa , Ekdeep Singh Lubana , Robert P. Dick , Hidenori Tanaka

Functional principal components (FPC's) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC's to be used in a specific procedure has…

Statistics Theory · Mathematics 2013-02-26 Stefan Fremdt , Lajos Horváth , Piotr Kokoszka , Josef G. Steinebach

Shape-constrained functional data encompass a wide array of application fields, such as activity profiling, growth curves, healthcare and mortality. Most existing methods for general functional data analysis often ignore that such data are…

Methodology · Statistics 2024-08-13 Poorbita Kundu , Hans-Georg Müller