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Multivariate functional data from a complex system are naturally high-dimensional and have complex cross-correlation structure. The complexity of data structure can be observed as that (1) some functions are strongly correlated with similar…

Machine Learning · Statistics 2018-04-12 Chen Zhang , Hao Yan , Seungho Lee , Jianjun Shi

Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…

Statistics Theory · Mathematics 2013-01-22 Bo Markussen

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 evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Multi-dimensional functional data arises in numerous modern scientific experimental and observational studies. In this paper we focus on longitudinal functional data, a structured form of multidimensional functional data. Operating within a…

Methodology · Statistics 2019-09-20 John Shamshoian , Damla Senturk , Shafali Jeste , Donatello Telesca

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…

Methodology · Statistics 2022-06-29 Alicia Nieto-Reyes , John A. D. Aston

Linear processes on functional spaces were born about fifteen years ago. And this original topic went through the same fast development as the other areas of functional data modeling such as PCA or regression. They aim at generalizing to…

Statistics Theory · Mathematics 2009-09-30 André Mas , Besnik Pumo

Statistical depth, a commonly used analytic tool in non-parametric statistics, has been extensively studied for multivariate and functional observations over the past few decades. Although various forms of depth were introduced, they are…

Methodology · Statistics 2019-09-30 Weilong Zhao , Zishen Xu , Yun Yang , Wei Wu

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

Temporal data are ubiquitous in the financial services (FS) industry -- traditional data like economic indicators, operational data such as bank account transactions, and modern data sources like website clickstreams -- all of these occur…

Statistical Finance · Quantitative Finance 2020-09-15 Jason Wittenbach , Brian d'Alessandro , C. Bayan Bruss

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

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…

Methodology · Statistics 2021-12-23 Neda Mohammadi , Victor M. Panaretos

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

Particulate matter data now include various particle sizes, which often manifest as a collection of curves observed sequentially over time. When considering 51 distinct particle sizes, these curves form a high-dimensional functional time…

Methodology · Statistics 2025-10-03 Han Lin Shang , Israel Martinez Hernandez

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

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…

Methodology · Statistics 2009-09-29 Sara López-Pintado , Rebecka Jornsten

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected with measurement errors on discretized grids. In order to accurately smooth noisy functional…

Methodology · Statistics 2016-12-13 Jingjing Yang , Dennis D. Cox , Jong Soo Lee , Peng Ren , Taeryon Choi

Most generally, dynamic functional connectivity (FC) refers to the non-instantaneous couplings across timeseries from a set of brain areas, here as measured by fMRI. This is in contrast to static FC, which is defined as purely instantaneous…

Neurons and Cognition · Quantitative Biology 2023-01-10 Christine Ahrends , Diego Vidaurre

Spatial functional data arise in many settings, such as particulate matter curves observed at monitoring stations and age population curves at each areal unit. Most existing functional regression models have limited applicability because…

Methodology · Statistics 2025-04-25 Heesang Lee , Dagun Oh , Sunhwa Choi , Jaewoo Park

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