Search results for "Functional Data Analysis"
showing 10 items of 30 documents
Common functional component modelling
2005
Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss selected topics of functional principal components analysis that are motivated by financial data.
Changes in power curve shapes as an indicator of fatigue during dynamic contractions.
2010
The purpose of this study was to analyze exercise-induced leg fatigue during a dynamic fatiguing task by examining the shapes of power vs. time curves through the combined use of several statistical methods: B-spline smoothing, functional principal components and (supervised and unsupervised) classification. In addition, granulometric size distributions were also computed to allow for comparison of curves coming from different subjects. Twelve physically active men participated in one acute heavy-resistance exercise protocol which consisted of five sets of 10 repetition maximum leg press with 120 s of rest between sets. To obtain a smooth and accurate representation of the data, a basis of …
Detecting clusters in spatially correlated waveforms
2017
Seismic networks often record signals characterized by similar shapes that provide important information according to their geographic positions. We propose an approach to identify homogeneous clusters of seismic waves, combining analysis of waveforms with metadata and spectrogram information. In waveforms clustering, cross-correlation measures between signals may presents some limitations, so we refer to more recent contributes relating data-depth based clustering analysis. The mechanism for alignment is also an important topic of the analysis: warping (or aligning) procedures identify nuisance effects in phase variation, that, if ignored, may result in a possible loss of information and t…
Functional Data Analysis for ECG Recordings of Paroxysmal Atrial Fibrillation Patients Before and After Pulmonary Vein Isolation
2018
Pulmonary vein isolation is the cornestone of current ablation techniques for patients with paroxysmal atrial fibrillation in order avoid recurrences of the arrhythmia and maintain sinus rhythm. This study aimed to analyse the existence of significant variations in surface ECG after pulmonary vein isolation by means of functional data analysis. 12 consecutive unselected patients suffering from paroxysmal atrial fibrillation who underwent catheter ablation were included in the study. Each patient was monitored in sinus rhythm before and after catheter ablation. P-waves of bipolar lead II were delineated. Functional data were fitted from these segments and the first and second derivatives eva…
Assessing the Beneficial Effects of Economic Growth: The Harmonic Growth Index
2011
In this paper we introduce the multidimensional notion of harmonic growth as a situation of diffused well-being associated to an increase of per capita GDP. We say that a country experienced a harmonic growth if during the observed period all the key indicators, proxies of the endogenous and exogenous forces driving population well-being, show a significantly common pattern with the income dynamics. The notion is operationalized via an index of time series harmony which follows the functional data analysis approach. This Harmonic Growth Index (HGI) is based on comparisons between the coefficients from cubic B-splines interpolation. Such indices are then synthesized in order to provide the g…
Local characteristics of functional marked point processes with applications to seismic data
2022
We present a family of local inhomogeneous mark-weighted summary statistics for general marked point processes. These capture various types of local dependence structures depending on the specified involved weight function. We use them to propose a local random labeling test. This procedure enables us to identify points and thus regions where the random labeling assumption does not hold, for example, when the (functional) marks are spatially dependent. We further present an application to a seismic point pattern with functional marks provided by seismic waveforms. Indeed, despite the relatively long history of point process theory, few approaches to analyzing spatial point patterns where th…
Functional Data Analysis and Mixed Effect Models
2004
Panel studies in econometrics as well as longitudinal studies in biomedical applications provide data from a sample of individual units where each unit is observed repeatedly over time (age, etc.). In this context, mixed effect models are often applied to analyze the behavior of a response variable in dependence of a number of covariates. In some important applications it is necessary to assume that individual effects vary over time (age, etc.).
A PCA-based clustering algorithm for the identification of stratiform and convective precipitation at the event scale: an application to the sub-hour…
2021
AbstractUnderstanding the structure of precipitation and its separation into stratiform and convective components is still today one of the important and interesting challenges for the scientific community. Despite this interest and the advances made in this field, the classification of rainfall into convective and stratiform components is still today not trivial. This study applies a novel criterion based on a clustering approach to analyze a high temporal resolution precipitation dataset collected for the period 2002–2018 over the Sicily (Italy). Starting from the rainfall events obtained from this dataset, the developed methodology makes it possible to classify the rainfall events into f…
Functional Principal Component Analysis for the explorative analysis of multisite-multivariate air pollution time series with long gaps
2013
The knowledge of the urban air quality represents the first step to face air pollution issues. For the last decades many cities can rely on a network of monitoring stations recording concentration values for the main pollutants. This paper focuses on functional principal component analysis (FPCA) to investigate multiple pollutant datasets measured over time at multiple sites within a given urban area. Our purpose is to extend what has been proposed in the literature to data that are multisite and multivariate at the same time. The approach results to be effective to highlight some relevant statistical features of the time series, giving the opportunity to identify significant pollutants and…
Functional Data Analysis for Optimizing Strategies of Cash-Flow Management
2017
The cash management deals with problem of automating and managing cash-flow processes. Optimization of the management processes greatly reduces overall cash handling costs. The present analysis is an empirical study of cash flows, from and to bank branches, deriving an underlying theoretical framework, which can in a reasonable way be connected with the optimal strategy. Functional data analysis is considered an appropriate framework to analyze the dynamics of the time series behavior of cash flows: since the observations are not equally spaced in time and their number is different for each series, they are converted into a collection of random curves in a space spanned by finite dimensiona…