Functional Data Analysis
University of California, Davis · Institute of Statistical Science, Academia Sinica
Abstract
With the advance of modern technology, more and more data are being recorded continuously during a time interval or intermittently at several discrete time points. These are both examples of functional data, which has become a commonly encountered type of data. Functional data analysis (FDA) encompasses the statistical methodology for such data. Broadly interpreted, FDA deals with the analysis and theory of data that are in the form of functions. This paper provides an overview of FDA, starting with simple statistical notions such as mean and covariance functions, then covering some core techniques, the most popular of which is functional principal component analysis (FPCA). FPCA is an important dimension…
Citation impact
- FWCI
- 35.54
- Percentile
- 100%
- References
- 231
Authors
3Topics & keywords
- Functional principal component analysis
- Functional data analysis
- Dimensionality reduction
- Computer science
- Principal component analysis
- Cluster analysis
- Dynamic time warping
- Data mining