Functional Data Analysis

摘要: With the advance of modern technology, more and data are being recorded continuously during a time interval or intermittently at several discrete points. These both examples functional data, which has become commonly encountered type data. Functional analysis (FDA) encompasses statistical methodology for such Broadly interpreted, FDA deals with theory that in form functions. This paper provides an overview FDA, starting simple notions as mean covariance functions, then covering some core techniques, most popular is principal component (FPCA). FPCA important dimension reduction tool, sparse situations it can be used to impute sparsely observed. Other approaches also discussed. In addition, we review another technique, linear regression, well clustering classification d...