Functional data analysis [electronic resource] : classification and regression /

by Lee, Ho-Jin

Abstract (Summary)
Functional data refer to data which consist of observed functions or curves evaluated at a finite subset of some interval. In this dissertation, we discuss statistical analysis, especially classification and regression when data are available in function forms. Due to the nature of functional data, one considers function spaces in presenting such type of data, and each functional observation is viewed as a realization generated by a random mechanism in the spaces. The classification procedure in this dissertation is based on dimension reduction techniques of the spaces. One commonly used method is Functional Principal Component Analysis (Functional PCA) in which eigen decomposition of the covariance function is employed to find the highest variability along which the data have in the function space. The reduced space of functions spanned by a few eigenfunctions are thought of as a space where most of the features of the functional data are contained. We also propose a functional regression model for scalar responses. Infinite dimensionality of the spaces for a predictor causes many problems, and one such problem is that there are infinitely many solutions. The space of the parameter function is restricted to Sobolev-Hilbert spaces and the loss function, so called, [epsilon]-insensitive loss function is utilized. As a robust technique of function estimation, we present a way to find a function that has at most [epsilon] deviation from the observed values and at the same time is as smooth as possible.
Bibliographical Information:


School:Texas A&M International University

School Location:USA - Texas

Source Type:Master's Thesis

Keywords:major statistics functional data dimension reduction regression principal component analysis support vector machine


Date of Publication:

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