English
Related papers

Related papers: Functional Time Series Analysis Based on Records

200 papers

The COVID-19 pandemic so far has caused huge negative impacts on different areas all over the world, and the United States (US) is one of the most affected countries. In this paper, we use methods from the functional data analysis to look…

Applications · Statistics 2020-09-22 Chen Tang , Tiandong Wang , Panpan Zhang

Many analyses of functional magnetic resonance imaging (fMRI) examine functional connectivity (FC), or the statistical dependencies among distant brain regions. These analyses are typically exploratory, guiding future confirmatory research.…

Applications · Statistics 2025-10-20 Kyle Stanley , Nicole Lazar , Matthew Reimherr

Time-series analysis is fundamental for modeling and predicting dynamical behaviors from time-ordered data, with applications in many disciplines such as physics, biology, finance, and engineering. Measured time-series data, however, are…

Chaotic Dynamics · Physics 2023-01-11 Arthur N. Montanari , Leandro Freitas , Daniele Proverbio , Jorge Gonçalves

Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…

Methodology · Statistics 2017-01-04 Alexander Aue , Johannes Klepsch

Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete…

Machine Learning · Computer Science 2026-04-23 Rahul Bordoloi , Clémence Réda , Orell Trautmann , Saptarshi Bej , Olaf Wolkenhauer

Functional data analysis offers a diverse toolkit of statistical methods tailored for analyzing samples of real-valued random functions. Recently, samples of time-varying random objects, such as time-varying networks, have been increasingly…

Methodology · Statistics 2025-03-10 Jiazhen Xu , Andrew T. A. Wood , Tao Zou

In Functional Data Analysis, data are commonly assumed to be smooth functions on a fixed interval of the real line. In this work, we introduce a comprehensive framework for the analysis of functional data, whose domain is a two-dimensional…

Methodology · Statistics 2019-08-02 Eardi Lila , John A. D. Aston

In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…

Statistics Theory · Mathematics 2021-04-14 Shahin Tavakoli , Gilles Nisol , Marc Hallin

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

While multimodal foundation models can now natively work with data beyond text, they remain underutilized in analyzing the considerable amounts of multi-dimensional time-series data in fields like healthcare, finance, and social sciences,…

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

We present a functional data analysis (FDA) framework based on explicit orthonormal basis expansion for modeling and denoising complex biomedical signals. Observed functional data are represented as smooth functions in a Hilbert space, and…

Computation · Statistics 2026-02-16 Moo K. Chung

Functional time series analysis, whether based on time of frequency domain methodology, has traditionally been carried out under the assumption of complete observation of the constituent series of curves, assumed stationary. Nevertheless,…

Methodology · Statistics 2020-04-02 Tomáš Rubín , Victor M. Panaretos

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 this work the significance of treating a set of measurements as a time series is being explored. Time Series Analysis (TSA) techniques, part of the Exploratory Data Analysis (EDA) approach, can provide much insight regarding the…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Dimitra Georgakaki , Chris Mitsas , Hariton Polatoglou

The study of the dynamic behavior of cross-sectional ranks over time for functional data and the ranks of the observed curves at each time point and their temporal evolution can yield valuable insights into the time dynamics of functional…

Methodology · Statistics 2020-05-11 Yaqing Chen , Matthew Dawson , Hans-Georg Müller

Many conventional statistical and machine learning methods face challenges when applied directly to high dimensional temporal observations. In recent decades, Functional Data Analysis (FDA) has gained widespread popularity as a framework…

Methodology · Statistics 2024-10-01 Donato Riccio , Fabrizio Maturo , Elvira Romano

We present a functional data analysis approach for studying time-dependent, continuous glucose monitoring data with repeated measures for each individual in an experiment. After scaling the glucose concentration curves to the interval [0,…

Methodology · Statistics 2025-11-04 Nihan Acar-Denizli , Pedro Delicado

Periodicity is a common feature of time series. For finite-dimensional data, periodic autoregressive moving average (ARMA) models have been extensively studied. In functional time series analysis, AR models have been extended to incorporate…

Methodology · Statistics 2025-12-18 Sebastian Kühnert , Juhyun Park