On the optimal reconstruction of partially observed functional data

DOI10.1214/19-AOS1864zbMATH Open1452.62990arXiv1710.10099MaRDI QIDQ2196241FDOQ2196241

Authors: Alois Kneip, Dominik Liebl 

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of functional operators which includes the classical regression operators as a special case. We show the optimality of our reconstruction operator and demonstrate that the usually considered regression operators generally cannot be optimal reconstruction operators. Our estimation theory allows for autocorrelated functional data and considers the practically relevant situation in which each of the $n$ functions is observed at $m_i$, $i=1,dots,n$, discretization points. We derive rates of consistency for our nonparametric estimation procedures using a double asymptotic. For data situations, as in our real data application where $m_i$ is considerably smaller than $n$, we show that our functional principal components based estimator can provide better rates of convergence than conventional nonparametric smoothing methods.

Full work available at URL: https://arxiv.org/abs/1710.10099

Recommendations

• Ridge reconstruction of partially observed functional data is asymptotically optimal
• Partially observed functional data
• Components and Completion of Partially Observed Functional Data
• Inferential procedures for partially observed functional data
• Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces

zbMATH Keywords

functional data analysisfunctional principal componentsincomplete functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20) Functional data analysis (62R10)

Cites Work

• Functional data analysis.
• Inference for functional data with applications
• Functional Data Analysis for Sparse Longitudinal Data
• Linear processes in function spaces. Theory and applications
• Title not available (Why is that?)
• Functional linear regression analysis for longitudinal data
• Prediction in functional linear regression
• Properties of principal component methods for functional and longitudinal data analysis
• From sparse to dense functional data and beyond
• Modeling and forecasting electricity spot prices: a functional data perspective
• Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
• Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident
• Components and Completion of Partially Observed Functional Data
• Statistical inferences for functional data
• Predicting the continuation of a function with applications to call center data
• Methodology and convergence rates for functional linear regression
• Classification Using Censored Functional Data
• CLT in functional linear regression models
• Approximating fragmented functional data by segments of Markov chains
• Recovering covariance from functional fragments

Cited In (15)

• On functional logistic regression: some conceptual issues
• Testing linear operator constraints in functional response regression with incomplete response functions
• The completion of covariance kernels
• Mean and Covariance Estimation for Functional Snippets
• Recovering gradients from sparsely observed functional data
• A Bayesian multiple imputation approach to bivariate functional data with missing components
• Depth-based reconstruction method for incomplete functional data
• Weighted Functional Data Analysis for the Calibration of a Ground Motion Model in Italy
• On the functional regression model and its finite-dimensional approximations
• Robust Inference for Partially Observed Functional Response Data
• Integrated Depths for Partially Observed Functional Data
• Localization processes for functional data analysis
• Ridge reconstruction of partially observed functional data is asymptotically optimal
• Components and Completion of Partially Observed Functional Data
• Functional linear model with partially observed covariate and missing values in the response

Uses Software

• fda (R)

This page was built for publication: On the optimal reconstruction of partially observed functional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2196241)