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Functional Data Analysis

Posted on
Tags: Functional Data Analysis

Definition

Functional data is multivariate data with an ordering on the dimensions.

Key assumption: smoothness

with $t$ in a continuum (usually time), and $x_i(t)$ smooth.

Functional data = the functions $x_i(t)$.

Interests

  1. Representations of distribution of functions
    • mean
    • variation
    • covariation
  2. Relationships of functional data to
    • covariates
    • responses
    • other functions
  3. Relationships between derivatives of functions
  4. Timing of events in functions

Published in categories Memo