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Related papers: Functional Time Series

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In many phenomena, data are collected on a large scale and of different frequencies. In this context, functional data analysis (FDA) has become an important statistical methodology for analyzing and modeling such data. The approach of FDA…

Methodology · Statistics 2022-04-11 Israel Martínez-Hernández , Marc G. Genton

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

Functional data often arise from measurements on fine time grids and are obtained by separating an almost continuous time record into natural consecutive intervals, for example, days. The functions thus obtained form a functional time…

Statistics Theory · Mathematics 2016-08-14 Siegfried Hörmann , Piotr Kokoszka

With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. They are both examples of "functional data", which have become a prevailing…

Methodology · Statistics 2015-07-21 Jane-Ling Wang , Jeng-Min Chiou , Hans-Georg Mueller

Time series classification problems have drawn increasing attention in the machine learning and statistical community. Closely related is the field of functional data analysis (FDA): it refers to the range of problems that deal with the…

Machine Learning · Statistics 2021-02-25 Florian Pfisterer , Laura Beggel , Xudong Sun , Fabian Scheipl , Bernd Bischl

In a world increasingly awash with data, the need to extract meaningful insights from data has never been more crucial. Functional Data Analysis (FDA) goes beyond traditional data points, treating data as dynamic, continuous functions,…

Statistics Theory · Mathematics 2024-04-26 Sophie Dabo-Niang , Camille Frévent

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

Functional data analysis (FDA) is a part of modern multivariate statistics that analyses data providing information about curves, surfaces or anything else varying over a certain continuum. In economics and empirical finance we often have…

Methodology · Statistics 2019-10-25 Daniel Kosiorowski , Jerzy P. Rydlewski , Małgorzata Snarska

Functional data analysis (FDA) involves the analysis of data whose ideal units of observation are functions defined on some continuous domain, and the observed data consist of a sample of functions taken from some population, sampled on a…

Methodology · Statistics 2014-06-17 Jeffrey S. Morris

Many real-world applications involve analyzing time-dependent phenomena, which are intrinsically functional, consisting of curves varying over a continuum (e.g., time). When analyzing continuous data, functional data analysis (FDA) provides…

Human-Computer Interaction · Computer Science 2023-06-19 Fnu Shilpika , Takanori Fujiwara , Naohisa Sakamoto , Jorji Nonaka , Kwan-Liu Ma

Functional Data Analysis (FDA) is an extension of traditional data analysis to functional data, for example spectra, temporal series, spatio-temporal images, gesture recognition data, etc. Functional data are rarely known in practice;…

Neural and Evolutionary Computing · Computer Science 2007-09-25 Fabrice Rossi , Nicolas Delannay , Brieuc Conan-Guez , Michel Verleysen

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Functional Data Analysis (FDA) is a statistical domain developed to handle functional data characterized by high dimensionality and complex data structures. Sequential Neural Networks (SNNs) are specialized neural networks capable of…

Machine Learning · Computer Science 2023-11-06 J. Zhao , J. Li , M. Chen , S. Jadhav

This work presents an introduction to feature-based time-series analysis. The time series as a data type is first described, along with an overview of the interdisciplinary time-series analysis literature. I then summarize the range of…

Machine Learning · Computer Science 2017-10-03 Ben D. Fulcher

The abundance of functional observations in scientific endeavors has led to a significant development in tools for functional data analysis (FDA). This kind of data comes with several challenges: infinite-dimensionality of function spaces,…

Methodology · Statistics 2015-12-11 J. S. Marron , James O. Ramsay , Laura M. Sangalli , Anuj Srivastava

The study of topology is strictly speaking, a topic in pure mathematics. However in only a few years, Topological Data Analysis (TDA), which refers to methods of utilizing topological features in data (such as connected components, tunnels,…

Applications · Statistics 2019-09-25 Nalini Ravishanker , Renjie Chen

In modern industrial settings, advanced acquisition systems allow for the collection of data in the form of profiles, that is, as functional relationships linking responses to explanatory variables. In this context, statistical process…

Methodology · Statistics 2025-10-30 Fabio Centofanti

An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…

Methodology · Statistics 2018-06-29 Antonio Elías , Raúl Jiménez

Frequently econometricians are interested in verifying a relationship between two or more time series. Such analysis is typically carried out by causality and/or independence tests which have been well studied when the data is univariate or…

Statistics Theory · Mathematics 2014-03-25 Lajos Horvath , Greg Rice

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
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