论文标题

功能在功能功能回归中的参数估计的比较

A comparison of parameter estimation in function-on-function regression

论文作者

Beyaztas, Ufuk, Shang, Han Lin

论文摘要

最近的技术发展使我们能够在许多科学领域(例如人口健康,气象学,计量学,地质学和心理学)收集复杂而高维的数据。通常遇到通过连续体反复收集的此类数据集。功能数据,其样本元素是曲线,图像和形状的图形形式的函数,是这些数据类型的特征。功能数据分析技术减少了这些数据的复杂结构,并关注曲线之间的依赖和(可能)。一个常见的研究问题是研究至少涉及一个功能变量的回归模型中的关系。但是,功能回归模型的性能取决于几个因素,例如平滑技术,基本函数数量和估计方法。本文为在功能在功能上的回归模型提供了选择性比较,其中响应和预测因子都是函数,以确定一组模型评估标准的基础函数的最佳选择。我们还提出了一种bootstrap方法,以构建响应函数的置信区间。数值比较是通过蒙特卡洛模拟和两个实际数据示例实现的。

Recent technological developments have enabled us to collect complex and high-dimensional data in many scientific fields, such as population health, meteorology, econometrics, geology, and psychology. It is common to encounter such datasets collected repeatedly over a continuum. Functional data, whose sample elements are functions in the graphical forms of curves, images, and shapes, characterize these data types. Functional data analysis techniques reduce the complex structure of these data and focus on the dependences within and (possibly) between the curves. A common research question is to investigate the relationships in regression models that involve at least one functional variable. However, the performance of functional regression models depends on several factors, such as the smoothing technique, the number of basis functions, and the estimation method. This paper provides a selective comparison for function-on-function regression models where both the response and predictor(s) are functions, to determine the optimal choice of basis function from a set of model evaluation criteria. We also propose a bootstrap method to construct a confidence interval for the response function. The numerical comparisons are implemented through Monte Carlo simulations and two real data examples.

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