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A survey of functional principal component analysis

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  • Han Lin Shang

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Abstract

Advances in data collection and storage have tremendously increased the presence of functional data, whose graphical representations are curves, images or shapes. As a new area of Statistics, functional data analysis extends existing methodologies and theories from the fields of functional analysis, generalized linear models, multivariate data analysis, nonparametric statistics and many others. This paper provides a review into functional data analysis with main emphasis on functional principal component analysis, functional principal component regression, and bootstrap in functional principal component regression. Recent trends as well as open problems in the area are discussed.

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File URL: http://www.buseco.monash.edu.au/ebs/pubs/wpapers/2011/wp6-11.pdf
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Bibliographic Info

Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 6/11.

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Length: 37 pages
Date of creation: May 2011
Date of revision:
Handle: RePEc:msh:ebswps:2011-6

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Related research

Keywords: Bootstrap; functional principal component regression; functional time series; Stiefel manifold; Von Mise-Fisher distribution.;

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Cited by:
  1. Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis, 2014. "A consistent two-factor model for pricing temperature derivatives," SFB 649 Discussion Papers SFB649DP2014-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

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