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相关论文: Feature Extraction for Functional Time Series: The…

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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…

统计方法学 · 统计学 2018-07-13 Willem van den Boom , Callie Mao , Rebecca A. Schroeder , David B. Dunson

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…

统计方法学 · 统计学 2020-09-22 Ufuk Beyaztas , Han Lin Shang

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…

统计方法学 · 统计学 2024-10-28 Ufuk Beyaztas , Abhijit Mandal , Han Lin Shang

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…

机器学习 · 计算机科学 2022-09-16 Alexey Chernikov , Chang Wei Tan , Pablo Montero-Manso , Christoph Bergmeir

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…

统计理论 · 数学 2010-03-02 Ci-Ren Jiang , Jane-Ling Wang

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…

统计方法学 · 统计学 2023-10-04 Angel Garcia de la Garza , Britton Sauerbrei , Adam Hantman , Jeff Goldsmith

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…

统计方法学 · 统计学 2021-08-18 Rou Zhong , Shishi Liu , Haocheng Li , Jingxiao Zhang

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…

统计方法学 · 统计学 2022-11-29 Shuhao Jiao , Ron D. Frostig , Hernando Ombao

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…

统计方法学 · 统计学 2026-02-24 Tzung Hsuen Khoo , Issa-Mbenard Dabo , Dharini Pathmanathan , Sophie Dabo-Niang

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…

统计方法学 · 统计学 2015-01-21 Kehui Chen , Jing Lei

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…

统计方法学 · 统计学 2026-03-25 Zerui Guo , Jianbin Tan , Hui Huang

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,…

系统与控制 · 电气工程与系统科学 2020-02-27 Davide Beretta , Samuele Grillo , Davide Pigoli , Enea Bionda , Claudio Bossi , Carlo Tornelli

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…

机器学习 · 统计学 2025-02-27 Fabrizio Maturo , Annamaria Porreca

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…

统计方法学 · 统计学 2021-01-22 Xiaoyu Hu , Fang Yao

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…

机器学习 · 计算机科学 2022-02-08 Kang Gu , Soroush Vosoughi , Temiloluwa Prioleau

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…

计算机视觉与模式识别 · 计算机科学 2024-12-10 Yuemei Ren , Liang Liao , Stephen John Maybank , Yanning Zhang , Xin Liu

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)…

统计方法学 · 统计学 2023-06-06 Andrew Leroux , Ciprian Crainiceanu , Julia Wrobel

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…

机器学习 · 计算机科学 2024-08-13 Zhengnan Li , Yunxiao Qin , Xilong Cheng , Yuting Tan

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…

音频与语音处理 · 电气工程与系统科学 2018-12-06 Imad Rida