On the Effect of Curve Alignment and Functional PCA

  • Juhyun Park
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

When dealing with multiple curves as functional data, it is a common practice to apply functional PCA to summarise and characterise random variation infinite dimension. Often functional data however exhibits additional time variability that distorts the assumed common structure. This is recognized as the problem of curve registration. While the registration step is routinely employed, this is considered as a preprocessing step prior to any serious analysis. Consequently, the effect of alignment is mostly ignored in subsequent analyses and is not well understood. We revisit the issue by particularly focusing on the effect of time variability on the FPCA and illustrate the phenomena from a borrowed perturbation viewpoint. The analysis further suggests an iterative estimating procedure to optimise FPCA.


Functional Data American Statistical Association Time Variability Functional Data Analysis Longitudinal Data Analysis 
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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  • Juhyun Park
    • 1
  1. 1.Department of Mathematics and StatisticsLancaster UniversityUK

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