Regularized principal components analysis
In this chapter, we discuss the application of smoothing to functional principal components analysis. In Chapter 3 we have already seen that smoothing methods are useful in functional data analysis in preprocessing the data to obtain functional observations. The emphasis in this chapter is somewhat different, in that we incorporate the smoothing into the principal components analysis itself.
KeywordsSmoothing Parameter Smoothing Method Principal Component Score Periodic Case Spline Smoothing
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