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A kernel version of functional principal component analysis

Author

Listed:
  • Tomasz Górecki
  • Mirosław Krzyśko

Abstract

In this paper a new construction of functional principal components (FPCA) is proposed, based on principal components for vector data. A kernel version of FPCA is also presented. The quality of the two described methods was tested on 20 different data sets.

Suggested Citation

  • Tomasz Górecki & Mirosław Krzyśko, 2012. "A kernel version of functional principal component analysis," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 13(3), pages 559-568, December.
    • Handle: RePEc:csb:stintr:v:13:y:2012:i:3:p:559-568
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