Maximal autocorrelation functions in functional data analysis

DOI10.1007/S11222-015-9582-5MaRDI QIDQ340838zbMATH OpenOpenAlexFDO

Authors Giles Hooker, Steven Roberts

Publication date 15 November 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.4578

zbMATH Keywords

functional datainterpretabilityprincipal components analysisfactor rotation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Abstract: This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-represent a functional subspace in terms of directions of decreasing smoothness as represented by a generalized smoothing metric. The rotation can be implemented simply and we show on two examples that this rotation can improve the interpretability of the leading components.

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Cites work

• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 2222292 (Why is no real title available?)
• Functional Data Analysis for Sparse Longitudinal Data
• Functional Data Analysis with R and MATLAB
• Functional additive models
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• Functional factor analysis for periodic remote sensing data
• Functional linear regression analysis for longitudinal data
• Inference for covariate adjusted regression via varying coefficient models
• Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
• Properties of principal component methods for functional and longitudinal data analysis
• Smoothed functional principal components analysis by choice of norm
• The varimax criterion for analytic rotation in factor analysis

Cited in

(1)

• Wavelet estimation of the dimensionality of curve time series

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Uses Software

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• fda (R)

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