Park, Juhyun (2010) Curve alignment and functional PCA. EPRINTS-JOURNAL. (Submitted)Full text not available from this repository.
When dealing with multiple curves as functional data, it is a common practice to apply functional PCA to summarize and characterize random variation in finite dimension. Often functional data however exhibits additional time variability that distorts the assumed common structure. This is recognized as the problem of curve registration. While the registration step is routinely employed, this is considered as a preprocessing step prior to any serious analysis. Consequently, the effect of alignment is mostly ignored in subsequent analyses and is not well understood. We revisit the issue by particularly focusing on the effect of time variability on the FPCA and illustrate the phenomena from a borrowed perturbation viewpoint. This allows us to quantify bias in estimating eigenvalues and eigenfunctions when curves are not aligned. Some discussion on statistical implication is given.
|Journal or Publication Title:||EPRINTS-JOURNAL|
|Uncontrolled Keywords:||functional data analysis ; curve alignment ; registration ; functional principal component analysis.|
|Subjects:||Q Science > QA Mathematics|
|Departments:||Faculty of Science and Technology > Mathematics and Statistics|
|Deposited By:||Dr Juhyun Park|
|Deposited On:||02 Dec 2008 10:28|
|Last Modified:||15 Oct 2012 15:45|
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