Related papers: Feature Extraction for Functional Time Series: The…
Motivation: Although there is a rich literature on methods for assessing the impact of functional predictors, the focus has been on approaches for dimension reduction that can fail dramatically in certain applications. Examples of standard…
Multivariate functional principal component analysis (MFPCA) is a powerful dimension reduction technique for analyzing multiple functional variables simultaneously. However, existing MFPCA methods assume that all functional observations are…
Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…
This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component analysis (FPCA) and functional partial least squares…
Feature extraction methods help in dimensionality reduction and capture relevant information. In time series forecasting (TSF), features can be used as auxiliary information to achieve better accuracy. Traditionally, features used in TSF…
Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal…
We introduce Adaptive Functional Principal Component Analysis, a novel method to capture directions of variation in functional data that exhibit sharp changes in smoothness. We first propose a new adaptive scatterplot smoothing technique…
Functional principal component analysis (FPCA) could become invalid when data involve non-Gaussian features. Therefore, we aim to develop a general FPCA method to adapt to such non-Gaussian cases. A Kenall's $\tau$ function, which possesses…
Local field potentials (LFPs) are signals that measure electrical activity in localized cortical regions from implanted tetrodes in the human or animal brain. The LFP signals are curves observed at multiple tetrodes which are implanted…
In this paper, we explore dimension reduction for functional time series. We propose a generalized dynamic functional principal component analysis (GDFPCA) which does not rely on spectral density estimation and demonstrates strong empirical…
We propose localized functional principal component analysis (LFPCA), looking for orthogonal basis functions with localized support regions that explain most of the variability of a random process. The LFPCA is formulated as a convex…
Integrative analysis of multivariate functional time series (MFTS) is both critical and challenging across many scientific domains. Such data often exhibit complex multi-way dependencies arising from within-curve structures, temporal…
Understanding and predicting the electric consumption patterns in the short-, mid- and long-term, at the distribution and transmission level, is a fundamental asset for smart grids infrastructure planning, dynamic network reconfiguration,…
The positioning of this research falls within the scalar-on-function classification literature, a field of significant interest across various domains, particularly in statistics, mathematics, and computer science. This study introduces an…
Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…
In recent years, there has been an ever increasing amount of multivariate time series (MTS) data in various domains, typically generated by a large family of sensors such as wearable devices. This has led to the development of novel…
This paper addresses the challenge of spectral-spatial feature extraction for hyperspectral image classification by introducing a novel tensor-based framework. The proposed approach incorporates circular convolution into a tensor structure…
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)…
Time series data can be represented in both the time and frequency domains, with the time domain emphasizing local dependencies and the frequency domain highlighting global dependencies. To harness the strengths of both domains in capturing…
Due to the huge progress of the recording devices, data from heterogeneous nature can be recorded, such as spatial, temporal and spatio-temporal. Nowadays, time-based data is of particular interest since it has the ability to capture the…