Depth-based reconstruction method for incomplete functional data

DOI10.1007/S00180-022-01282-9MaRDI QIDQ6138166FDO

Authors Raúl Jiménez, Han Lin Shang

Publication date 5 September 2023

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.11050

zbMATH Keywords

functional datareconstructiondepth measurespartially observed data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: The problem of estimating missing fragments of curves from a functional sample has been widely considered in the literature. However, a majority of the reconstruction methods rely on estimating the covariance matrix or the components of its eigendecomposition, a task that may be difficult. In particular, the accuracy of the estimation might be affected by the complexity of the covariance function and the poor availability of complete functional data. We introduce a non-parametric alternative based on a novel concept of depth for partially observed functional data. Our simulations point out that the available methods are unbeatable when the covariance function is stationary, and there is a large proportion of complete data. However, our approach was superior when considering non-stationary covariance functions or when the proportion of complete functions is scarce. Moreover, even in the most severe case of having all the functions incomplete, our method performs well meanwhile the competitors are unable. The methodology is illustrated with two real data sets: the Spanish daily temperatures observed in different weather stations and the age-specific mortality by prefectures in Japan.

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Cited in

(1)

• Depth-based inference for functional data

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