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Feature selection for functional data

Author

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  • Fraiman, Ricardo
  • Gimenez, Yanina
  • Svarc, Marcela

Abstract

We herein introduce a general procedure to capture the relevant information from a functional data set in relation to a statistical method used to analyze the data, such as, classification, regression or principal components. The aim is to identify a small subset of functions that can “better explain” the model, highlighting its most important features. We obtain consistency results for our proposals. The computational aspects are analyzed, a heuristic stochastic algorithm is introduced and real data sets are studied.

Suggested Citation

  • Fraiman, Ricardo & Gimenez, Yanina & Svarc, Marcela, 2016. "Feature selection for functional data," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 191-208.
    • Handle: RePEc:eee:jmvana:v:146:y:2016:i:c:p:191-208
    DOI: 10.1016/j.jmva.2015.09.006
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    References listed on IDEAS

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    1. Müller, Hans-Georg & Yao, Fang, 2008. "Functional Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1534-1544.
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    8. Fraiman, Ricardo & Justel, Ana & Svarc, Marcela, 2008. "Selection of Variables for Cluster Analysis and Classification Rules," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1294-1303.
    9. Aneiros, Germán & Vieu, Philippe, 2014. "Variable selection in infinite-dimensional problems," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 12-20.
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    Cited by:

    1. Berrendero, José R. & Bueno-Larraz, Beatriz & Cuevas, Antonio, 2019. "An RKHS model for variable selection in functional linear regression," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 25-45.
    2. Floriello, Davide & Vitelli, Valeria, 2017. "Sparse clustering of functional data," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 1-18.
    3. Vieu, Philippe, 2018. "On dimension reduction models for functional data," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 134-138.
    4. Aneiros, Germán & Cao, Ricardo & Fraiman, Ricardo & Genest, Christian & Vieu, Philippe, 2019. "Recent advances in functional data analysis and high-dimensional statistics," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 3-9.

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