Results 51 to 60 of about 17,164 (153)
Intraday forecasts of a volatility index: Functional time series methods with dynamic updating
As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and academics.
Kearney, Fearghal +2 more
core +1 more source
BackgroundWastewater-based epidemiology (WBE) is a new methodology for estimating the drug load in a population. Simple summary statistics and specification tests have typically been used to analyze WBE data, comparing differences between weekday and ...
Stefania Salvatore +5 more
doaj +1 more source
Principal Nested Spheres for Time Warped Functional Data Analysis [PDF]
There are often two important types of variation in functional data: the horizontal (or phase) variation and the vertical (or amplitude) variation. These two types of variation have been appropriately separated and modeled through a domain warping method
Lu, Xiaosun, Marron, J. S.
core
Utilizing BIC for the intelligent selection of functional data with principal components
Functional Principal Component Analysis (FPCA) is a technique for dimension reduction of functional data. Considering the impact of different data ownership, the paper innovatively proposes a weighted B-spline basis function and provides a continuous ...
Zhixuan Yu, Xiaolong Chai
semanticscholar +1 more source
Longitudinal Functional Data Analysis
We consider analysis of dependent functional data that are correlated because of a longitudinal-based design: each subject is observed at repeated time visits and for each visit we record a functional variable.
Park, So Young, Staicu, Ana-Maria
core +1 more source
Common Functional Principal Components [PDF]
Functional principal component analysis (FPCA) based on the Karhunen-Lo`eve decomposition has been successfully applied in many applications, mainly for one sample problems.
Alois Kneip +2 more
core
It is shown how summary statistics of functional data and functional principal components analysis (FPCA) can be used to evaluate the stationarity assumption considered in modeling of regionalized variables.
Giraldo Ramón
doaj
Principal Component Analysis for Functional Data on Riemannian Manifolds and Spheres
Functional data analysis on nonlinear manifolds has drawn recent interest. Sphere-valued functional data, which are encountered for example as movement trajectories on the surface of the earth, are an important special case.
Dai, Xiongtao, Müller, Hans-Georg
core
Se muestra cómo las estadísticas descriptivas funcionales y el análisis en componentes principales funcional (ACPF) pueden emplearse en la evaluación empírica del supuesto de estacionariedad considerado en la modelación de variables regionalizadas.
RAMÓN GIRALDO
doaj

