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来源类型 | Publication |
Variable-Domain Functional Principal Component Analysis | |
Jordan T. Johns; Ciprian Crainiceanu; Vadim Zipunnikov; and Jonathan Gellar | |
发表日期 | 2019-06-10 |
出版者 | Journal of Computational and Graphical Statistics (online ahead of print) |
出版年 | 2019 |
语种 | 英语 |
概述 | The authors introduce a novel method of principal component analysis for data with varying domain lengths for each functional observation.", |
摘要 | The authors introduce a novel method of principal component analysis for data with varying domain lengths for each functional observation. They refer to this technique as variable-domain functional principal component analysis, or vd-FPCA. They fit a trivariate smoother using penalized thin plate splines to estimate the covariance as a function of the domain length. Principal components are then calculated through eigen-decomposition of the estimated covariance matrix, conditional on the domain length. They apply vd-FPCA in two functional data settings, first to daily measures of patient wellness during a stay in the ICU, and second, to accelerometer recordings of repeated in-lab movements. In each example, vd-FPCA uses fewer principal components than typical FPCA methods to explain a greater proportion of the variation in the data. They also find the principal components provide greater flexibility in interpretation with respect to domain length than traditional approaches. These methods are easily implementable through standard statistical software and applicable to a wide variety of datasets involving continuous observations over a variable domain. Supplementary materials for this article are available online. |
URL | https://www.mathematica.org/our-publications-and-findings/publications/variable-domain-functional-principal-component-analysis |
来源智库 | Mathematica Policy Research (United States) |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/489612 |
推荐引用方式 GB/T 7714 | Jordan T. Johns,Ciprian Crainiceanu,Vadim Zipunnikov,et al. Variable-Domain Functional Principal Component Analysis. 2019. |
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