Vol: 41 Page: 5

Authors:
Karol Deręgowski
Mirosław Krzyśko

Title:
Principal components analysis for functional data

Language: English

Keywords:
functional principal components
orthonormal basis
Bayesian Information Criterion
least squares method

Summary:
In this paper we present the construction of functional principal components and show that the problem of FPCA is reduced to multivariate PCA performed on some covariance matrix. An example concerning with data on how children walk is also presented.

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