Fast DD-classification of functional data
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Publication:1685288
DOI10.1007/S00362-015-0738-3zbMATH Open1416.62352arXiv1403.1158OpenAlexW2242532044MaRDI QIDQ1685288FDOQ1685288
Pavlo Mozharovskyi, Karl Mosler
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Abstract: A fast nonparametric procedure for classifying functional data is introduced. It consists of a two-step transformation of the original data plus a classifier operating on a low-dimensional hypercube. The functional data are first mapped into a finite-dimensional location-slope space and then transformed by a multivariate depth function into the -plot, which is a subset of the unit hypercube. This transformation yields a new notion of depth for functional data. Three alternative depth functions are employed for this, as well as two rules for the final classification on . The resulting classifier has to be cross-validated over a small range of parameters only, which is restricted by a Vapnik-Cervonenkis bound. The entire methodology does not involve smoothing techniques, is completely nonparametric and allows to achieve Bayes optimality under standard distributional settings. It is robust, efficiently computable, and has been implemented in an R environment. Applicability of the new approach is demonstrated by simulations as well as a benchmark study.
Full work available at URL: https://arxiv.org/abs/1403.1158
Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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Cited In (17)
- Classification rules based on distribution functions of functional depth
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