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http://hdl.handle.net/10908/635
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Campo DC | Valor | Lengua/Idioma |
---|---|---|
dc.creator.Autor | Barrendero, J.R. | |
dc.creator.Autor | Justel, Ana | |
dc.creator.Autor | Svarc, Marcela | |
dc.date.accessioned | 2012-07-06T13:19:39Z | |
dc.date.available | 2012-07-06T13:19:39Z | |
dc.date.issued | 2011 | |
dc.identifier.uri | http://hdl.handle.net/10908/635 | |
dc.description | Fil: Barrendero, J.R. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina. | |
dc.description | Fil: Justel, Ana. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina. | |
dc.description | Fil: Svarc, Marcela. Universidad de San Andrés. Departamento de Matemática y Ciencias; Argentina. | |
dc.description.abstract | A principal component method for multivariate functional data is proposed. Data can be arranged in a matrix whose elements are functions so that for each individual a vector of p functions is observed. This set of p curves is reduced to a small number of transformed functions, retaining as much information as possible. The criterion to measure the information loss is the integrated variance. Under mild regular conditions, it is proved that if the original functions are smooth this property is inherited by the principal components. A numerical procedure to obtain the smooth principal components is proposed and the goodness of the dimension reduction is assessed by two new measures of the proportion of explained variability. The method performs as expected in various controlled simulated data sets and provides interesting conclusions when it is applied to real data sets. | |
dc.format | application/pdf | |
dc.language | eng | |
dc.publisher | Universidad de San Andrés. Departamento de Matemáticas y Ciencias | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
dc.title | Principal components for multivariate functional data | |
dc.type | Documento de Trabajo | |
dc.type | info:eu-repo/semantics/workingPaper | |
dc.type | info:ar-repo/semantics/documento de trabajo | |
dc.type | info:eu-repo/semantics/draft | |
Aparece en las colecciones: | Publicaciones de profesores y profesoras del Departamento de Matemática y Ciencias |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | |
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[P][W]Barrendero-Justel-Svarc.pdf | 957.87 kB | Adobe PDF | Visualizar/Abrir |
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