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On the effect of curve alignment and functional PCA

Park, Juhyun (2008) On the effect of curve alignment and functional PCA. In: Functional and operatorial statistics. Springer, pp. 243-245. ISBN 9783790820614

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    Abstract

    When dealing with multiple curves as functional data, it is a common practice to apply functional PCA to summarise and characterise random variation infinite 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. The analysis further suggests an iterative estimating procedure to optimise FPCA.

    Item Type: Contribution in Book/Report/Proceedings
    Additional Information: The original publication is available at www.link.springer.com
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 20802
    Deposited By: Dr Juhyun Park
    Deposited On: 02 Dec 2008 11:07
    Refereed?: No
    Published?: Published
    Last Modified: 23 Oct 2014 10:28
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/20802

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