Maximal autocorrelation functions in functional data analysis

DOI10.1007/S11222-015-9582-5zbMATH Open1356.62075arXiv1407.4578OpenAlexW1787209939MaRDI QIDQ340838FDOQ340838

Authors: Giles Hooker, Steven Roberts 

Publication date: 15 November 2016

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

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.

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

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zbMATH Keywords

functional datainterpretabilityprincipal components analysisfactor rotation

Mathematics Subject Classification ID

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

Cites Work

• Functional Data Analysis with R and MATLAB
• Functional data analysis.
• Functional Data Analysis for Sparse Longitudinal Data
• Title not available (Why is that?)
• Functional additive models
• Functional linear regression analysis for longitudinal data
• Properties of principal component methods for functional and longitudinal data analysis
• The varimax criterion for analytic rotation in factor analysis
• Smoothed functional principal components analysis by choice of norm
• Title not available (Why is that?)
• Inference for covariate adjusted regression via varying coefficient models
• Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
• Functional factor analysis for periodic remote sensing data

Cited In (1)

• Wavelet estimation of the dimensionality of curve time series

Uses Software

• fda (R)
• fds

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