scholarly journals Resampling methods for functional data

2018 ◽  
Author(s):  
Timothy McMurry ◽  
Dimitris Politis
Keyword(s):  
Data Analysis ◽  
Density Estimation ◽  
Nonparametric Regression ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Real Data ◽  
Confidence Bands ◽  
Resampling Methods ◽  
Current State ◽  
Inference Techniques

This article examines the current state of methodological and practical developments for resampling inference techniques in functional data analysis, paying special attention to situations where either the data and/or the parameters being estimated take values in a space of functions. It first provides the basic background and notation before discussing bootstrap results from nonparametric smoothing, taking into account confidence bands in density estimation as well as confidence bands in nonparametric regression and autoregression. It then considers the major results in subsampling and what is known about bootstraps, along with a few recent real-data applications of bootstrapping with functional data. Finally, it highlights possible directions for further research and exploration.

scholarly journals Detection of Anomalies in Water Networks by Functional Data Analysis

2018 ◽  
Vol 2018 ◽  
pp. 1-13 ◽  
Author(s):  
Laura Millán-Roures ◽  
Irene Epifanio ◽  
Vicente Martínez
Keyword(s):  
Data Analysis ◽  
Outlier Detection ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Real Data ◽  
Water Networks ◽  
Archetypal Analysis ◽  
Detection Techniques ◽  
Second Stage ◽  
Two Phases

A functional data analysis (FDA) based methodology for detecting anomalous flows in urban water networks is introduced. Primary hydraulic variables are recorded in real-time by telecontrol systems, so they are functional data (FD). In the first stage, the data are validated (false data are detected) and reconstructed, since there could be not only false data, but also missing and noisy data. FDA tools are used such as tolerance bands for FD and smoothing for dense and sparse FD. In the second stage, functional outlier detection tools are used in two phases. In Phase I, the data are cleared of anomalies to ensure that data are representative of the in-control system. The objective of Phase II is system monitoring. A new functional outlier detection method is also proposed based on archetypal analysis. The methodology is applied and illustrated with real data. A simulated study is also carried out to assess the performance of the outlier detection techniques, including our proposal. The results are very promising.

scholarly journals Bayesian nonparametric functional data analysis through density estimation

Biometrika ◽  
2009 ◽  
Vol 96 (1) ◽  
pp. 149-162 ◽  
Author(s):  
A. Rodriguez ◽  
D. B. Dunson ◽  
A. E. Gelfand
Keyword(s):  
Data Analysis ◽  
Density Estimation ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Bayesian Nonparametric

Identifying and Classifying Aberrant Response Patterns Through Functional Data Analysis

2020 ◽  
Vol 45 (6) ◽  
pp. 719-749
Author(s):  
Eduardo Doval ◽  
Pedro Delicado
Keyword(s):  
Data Analysis ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Simulated Data ◽  
Real Data ◽  
Response Patterns ◽  
Fit Indices ◽  
Person Fit ◽  
Data Set ◽  
Aberrant Response Patterns

We propose new methods for identifying and classifying aberrant response patterns (ARPs) by means of functional data analysis. These methods take the person response function (PRF) of an individual and compare it with the pattern that would correspond to a generic individual of the same ability according to the item-person response surface. ARPs correspond to atypical difference functions. The ARP classification is done with functional data clustering applied to the PRFs identified as ARP. We apply these methods to two sets of simulated data (the first is used to illustrate the ARP identification methods and the second demonstrates classification of the response patterns flagged as ARP) and a real data set (a Grade 12 science assessment test, SAT, with 32 items answered by 600 examinees). For comparative purposes, ARPs are also identified with three nonparametric person-fit indices (Ht, Modified Caution Index, and ZU3). Our results indicate that the ARP detection ability of one of our proposed methods is comparable to that of person-fit indices. Moreover, the proposed classification methods enable ARP associated with either spuriously low or spuriously high scores to be distinguished.

Model reduction in geostatistical seismic inversion with functional data analysis

Geophysics ◽  
2021 ◽  
pp. 1-48
Author(s):  
Leonardo Azevedo
Keyword(s):  
Data Analysis ◽  
Model Reduction ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Computational Cost ◽  
Real Data ◽  
Seismic Inversion ◽  
Inversion Method ◽  
Inversion Methods ◽  
Starting Point

In subsurface modelling and characterization, predicting the spatial distribution of subsurface elastic properties is commonly achieved by seismic inversion. Stochastic seismic inversion methods, such as iterative geostatistical seismic inversion, are widely applied to this end. Global iterative geostatistical seismic inversion methods are computationally expensive as they require, at a given iteration, the stochastic sequential simulation of the entire inversion grid at once multiple times. Functional data analysis is a well-established statistical method suited to model long-term and noisy temporal series. This method allows to summarize spatiotemporal series in a set of analytical functions with a low-dimension representation. Functional data analysis has been recently extended to problems related to geosciences, but its application to geophysics is still limited. We propose the use functional data analysis as a model reduction technique during the model perturbation step in global iterative geostatistical seismic inversion. Functional data analysis is used to collapse the vertical dimension of the inversion grid. We illustrate the proposed hybrid inversion method with its application to three-dimensional synthetic and real data sets. The results show the ability of the proposed inversion methodology to predict smooth inverted subsurface models that match the observed data at a similar convergence as obtained by a global iterative geostatistical seismic inversion, but with a considerable decrease in the computational cost. While the resolution of the inverted models might not be enough for a detailed subsurface characterization, the inverted models can be used as starting point of global iterative geostatistical seismic inversion to speed-up the inversion or to test alternative geological scenarios by changing the inversion parameterization and obtaining inverted models in a relatively short time.

scholarly journals Basis Expansions for Functional Snippets

Biometrika ◽  
2020 ◽  
Author(s):  
Zhenhua Lin ◽  
Jane-Ling Wang ◽  
Qixian Zhong
Keyword(s):  
Data Analysis ◽  
Convergence Rate ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Covariance Function ◽  
Covariance Estimation ◽  
Simulation Studies ◽  
Finite Sample ◽  
Covariance Functions ◽  
The Mean

Summary Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate both the mean and covariance functions. In this paper, we investigate mean and covariance estimation for functional snippets in which observations from a subject are available only in an interval of length strictly (and often much) shorter than the length of the whole interval of interest. For such a sampling plan, no data is available for direct estimation of the off-diagonal region of the covariance function. We tackle this challenge via a basis representation of the covariance function. The proposed estimator enjoys a convergence rate that is adaptive to the smoothness of the underlying covariance function, and has superior finite-sample performance in simulation studies.

scholarly journals Novel Analytic Approaches to Investigate Minute-Level Actigraphy and Associations With Physical Function

2020 ◽  
Vol 4 (Supplement_1) ◽  
pp. 194-195
Author(s):  
Kaiyuan Hua ◽  
Sheng Luo ◽  
Katherine Hall ◽  
Miriam Morey ◽  
Harvey Cohen
Keyword(s):  
Physical Activity ◽  
Data Analysis ◽  
Physical Function ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Gait Speed ◽  
Community Dwelling ◽  
Accelerometer Data ◽  
Single Leg Stance ◽  
Minute Walk

Abstract Background. Functional decline in conjunction with low levels of physical activity has implications for health risks in older adults. Previous studies have examined the associations between accelerometry-derived activity and physical function, but most of these studies reduced these data into average means of total daily physical activity (e.g., daily step counts). A new method of analysis “functional data analysis” provides more in-depth capability using minute-level accelerometer data. Methods. A secondary analysis of community-dwelling adults ages 30 to 90+ residing in southwest region of North Carolina from the Physical Performance across the Lifespan (PALS) study. PALS assessments were completed in-person at baseline and one-week of accelerometry. Final analysis includes 669 observations at baseline with minute-level accelerometer data from 7:00 to 23:00, after removing non-wear time. A novel scalar-on-function regression analysis was used to explore the associations between baseline physical activity features (minute-by-minute vector magnitude generated from accelerometer) and baseline physical function (gait speed, single leg stance, chair stands, and 6-minute walk test) with control for baseline age, sex, race and body mass index. Results. The functional regressions were significant for specific times of day indicating increased physical activity associated with increased physical function around 8:00, 9:30 and 15:30-17:00 for rapid gait speed; 9:00-10:30 and 15:00-16:30 for normal gait speed; 9:00-10:30 for single leg stance; 9:30-11:30 and 15:00-18:00 for chair stands; 9:00-11:30 and 15:00-18:30 for 6-minute walk. Conclusion. This method of functional data analysis provides news insights into the relationship between minute-by-minute daily activity and health.

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