‎Modelling of ‎functional data ‎using‎ principal component regression approach based on the generalized cross validation criterion

Author(s):
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Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:

Functional data analysis is used to develop statistical approaches to the data sets that are functional and continuous essentially‎, ‎and because these functions belong to the spaces with infinite dimensional‎, using conventional methods in classical statistics for analyzing such data sets is challenging‎.
The most popular technique for statistical data analysis is the functional principal components approach‎, ‎which is an important tool for dimensional reduction‎. In this research, using the method of‎ functional principal component regression based on the second derivative penalty‎, ‎ridge and lasso, ‎the ‎analysis of ‎Canadian climate and spectrometric data sets ‎is proceed‎. ‎To ‎do ‎this, ‎to ‎obtain ‎the ‎optimum ‎values ‎of ‎the ‎penalized ‎parameter ‎in ‎proposed ‎methods, ‎the generalized cross validation, which is a ‎valid ‎and ‎efficient ‎criterion, ‎is ‎applied.‎

Language:
Persian
Published:
Andishe-ye Amari, Volume:27 Issue: 2, 2023
Pages:
41 to 52
https://www.magiran.com/p2607042