Related papers: Extremal Depth for Functional Data and Application…
There has been extensive work on data depth-based methods for robust multivariate data analysis. Recent developments have moved to infinite-dimensional objects such as functional data. In this work, we propose a new notion of depth, the…
Data depth is a powerful nonparametric tool originally proposed to rank multivariate data from center outward. In this context, one of the most archetypical depth notions is Tukey's halfspace depth. In the last few decades notions of depth…
Statistical depth measures the centrality of a point with respect to a given distribution or data cloud. It provides a natural center-outward ordering of multivariate data points and yields a systematic nonparametric multivariate analysis…
The notion of data depth has long been in use to obtain robust location and scale estimates in a multivariate setting. The depth of an observation is a measure of its centrality, with respect to a data set or a distribution. The data depths…
Functional depth is the functional data analysis technique that orders a functional data set. Unlike the case of data on the real line, defining this order is non-trivial, and particularly, with functional data, there are a number of…
We propose a new family of depth measures called the elastic depths that can be used to greatly improve shape anomaly detection in functional data. Shape anomalies are functions that have considerably different geometric forms or features…
In this article we introduce a notion of depth functions for data types that are not given in standard statistical data formats. We focus on data that cannot be represented by one specific data structure, such as normed vector spaces. This…
Functional data analysis has gained significant attention due to its wide applicability. This research explores the extension of statistical analysis methods for functional data, with a primary focus on supervised classification techniques.…
Data depth is a well-known and useful nonparametric tool for analyzing functional data. It provides a novel way of ranking a sample of curves from the center outwards and defining robust statistics, such as the median or trimmed means. It…
The existence of a positive linear functional acting on the space of (differences between) conformal blocks has been shown to rule out regions in the parameter space of conformal field theories (CFTs). We argue that at the boundary of the…
The concept of data depth leads to a center-outward ordering of multivariate data, and it has been effectively used for developing various data analytic tools. While different notions of depth were originally developed for finite…
This article introduces trimmed estimators for the mean and covariance function of general functional data. The estimators are based on a new measure of outlyingness or data depth that is well defined on any metric space, although this…
The main focus of this work is on providing a formal definition of statistical depth for functional data on the basis of six properties, recognising topological features such as continuity, smoothness and contiguity. Amongst our depth…
A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional framework. A functional data depth can be global or local.…
Statistical analysis of functional data is challenging due to their complex patterns, for which functional depth provides an effective means of reflecting their ordering structure. In this work, we investigate practical aspects of the…
Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…
Two frameworks for multivariate functional depth based on multivariate depths are introduced in this paper. The first framework is multivariate functional integrated depth, and the second framework involves multivariate functional extremal…
Data depth is an efficient tool for robustly summarizing the distribution of functional data and detecting potential magnitude and shape outliers. Commonly used functional data depth notions, such as the modified band depth and extremal…
The statistical analysis of functional data is a growing need in many research areas. In particular, a robust methodology is important to study curves, which are the output of experiments in applied statistics. In this paper we study some…
Exceedance refers to instances where a dynamic process surpasses given thresholds, e.g., the occurrence of a heat wave. We propose a novel exceedance framework for functional data, where each observed random trajectory is transformed into…