岡山大学環境理工学部研究報告 ISSN 2187-6940
Published by Faculty of Environmental Science and Technology, Okayama University

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Principal Component Analysis for Functional Data

山西 芳裕 岡山大学
田中 豊 岡山大学
抄録
In functional principal component analysis (PCA), we treat the data that consist of functions not of vectors (Ramsay and Silverman, 1997). It is an attractive methodology, because we often meet the cases where we wish to apply PCA to such data. But, to make this method widely useful, it is desirable to study advantages and disadvantages in actual applications. As alternatives to functional PCA, we may consider multivariate PCA applied to 1) original observation data, 2) sampled functional data with appropriate intervals, and 3) coefficients of basis function expansion. Theoretical and numerical comparison is made among ordinary functional PCA, penalized functional PCA and the above three multivariate PCA.
キーワード
Functional data
Multivariate data
Principal component analysis
Eigenvalue
Eigenvecotor
ISSN
1341-9099
NCID
AN10529213