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Análisis de componentes principales funcionales en series de tiempo económicas (Analysis of principal functional components in economic time series)

Author

Listed:
  • Cristina O. Chávez Chong

    (ISPAJE)

  • Jesús E. Sánchez García

    (ICIMAF)

  • José DelaCerda Gastélum

    (ITESO)

Abstract

Resumen El análisis de datos funcionales ha cobrado gran relevancia en los últimos años, convirtiéndose en un importante campo de investigación en la Estadística. El primer método considerado para procesar este tipo de datos fue el de las componentes principales. En este trabajo se considera la extensión del método de las componentes principales clásicas (ACP) al caso funcional (ACPF), algunas propiedades interesantes que aparecen y otras que se conservan al realizar dicha extensión, así como su aplicación el procesamiento de datos reales económicos y una breve explicación de algunas bibliotecas que realizan el análisis de componentes principales funcionales. Abstract The functional data analysis has gained relevance over the last years becoming an important statistics investigation field. The first method used to process this data type was the principal components analysis (PCA). In this paper, an extension of the classical principal components analysis (PCA) to the functional method (FPCA) is considered, as well as some interesting properties that appear and others that remain with it. Furthermore, its application in the processing of real economic data and some previous work that analyze functional principal components are explained.

Suggested Citation

  • Cristina O. Chávez Chong & Jesús E. Sánchez García & José DelaCerda Gastélum, 2015. "Análisis de componentes principales funcionales en series de tiempo económicas (Analysis of principal functional components in economic time series)," Revista Internacional de Gestión del Conocimiento y la Tecnología (GECONTEC), Revista Internacional de Gestión del Conocimiento y la Tecnología (GECONTEC), vol. 3(2), pages 13-25.
    • Handle: RePEc:rge:journl:v:3:y:2015:i:2:p:13-25
    DOI: 10.5281/zenodo.7080829
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    Keywords

    Análisis de Componentes Principales; Análisis de Componentes Principales Funcionales; Análisis de datos económicos; Principal Components Analysis (PCA); Functional Principal Components Analysis (FPCA); Economic Data Analysis;
    All these keywords.

    JEL classification:

    • L86 - Industrial Organization - - Industry Studies: Services - - - Information and Internet Services; Computer Software
    • M15 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - IT Management
    • O31 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Innovation and Invention: Processes and Incentives
    • O32 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Management of Technological Innovation and R&D
    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness

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