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Flexible Modelling of Functional Data using Continuous Wavelet Dictionaries

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Recent Advances in Functional Data Analysis and Related Topics

Part of the book series: Contributions to Statistics ((CONTRIB.STAT.))

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Abstract

A random effects model for functional data based on continuous wavelet expensions is proposed. It incorporates phase variation without the use of warping functions. Both coarse-scale features and fine-scale information are modelled parsimoniously, yet flexible. The regularity of the estimated function can be controlled, creating a joint framework for Bayesian estimation of smooth as well as spiky and possibly sparse functional data.

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References

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Author information

Authors and Affiliations

  1. Katholieke Universiteit Leuven, Leuven, Belgium

    Leen Slaets & Gerda Claeskens

  2. Université Libre de Bruxelles, Brussels, Belgium

    Maarten Jansen

Authors
  1. Leen Slaets
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  2. Gerda Claeskens
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  3. Maarten Jansen
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Corresponding author

Correspondence to Leen Slaets .

Editor information

Editors and Affiliations

  1. Toulouse University, Mathematics Toulouse Institute, Narbonne road 118, Toulouse, 31062, France

    Frédéric Ferraty

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Slaets, L., Claeskens, G., Jansen, M. (2011). Flexible Modelling of Functional Data using Continuous Wavelet Dictionaries. In: Ferraty, F. (eds) Recent Advances in Functional Data Analysis and Related Topics. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2736-1_46

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