Functional Data Analysis Framework Research Articles

Similarities within a multi-model ensemble: functional data analysis framework

Abstract. Despite the abundance of available global climate model (GCM) and regional climate model (RCM) outputs, their use for evaluation of past and future climate change is often complicated by substantial differences between individual simulations and the resulting uncertainties. In this study, we present a methodological framework for the analysis of multi-model ensembles based on a functional data analysis approach. A set of two metrics that generalize the concept of similarity based on the behavior of entire simulated climatic time series, encompassing both past and future periods, is introduced. To our knowledge, our method is the first to quantitatively assess similarities between model simulations based on the temporal evolution of simulated values. To evaluate mutual distances of the time series, we used two semimetrics based on Euclidean distances between the simulated trajectories and based on differences in their first derivatives. Further, we introduce an innovative way of visualizing climate model similarities based on a network spatialization algorithm. Using the layout graphs, the data are ordered on a two-dimensional plane which enables an unambiguous interpretation of the results. The method is demonstrated using two illustrative cases of air temperature over the British Isles (BI) and precipitation in central Europe, simulated by an ensemble of EURO-CORDEX RCMs and their driving GCMs over the 1971–2098 period. In addition to the sample results, interpretational aspects of the applied methodology and its possible extensions are also discussed.

Model‐based clustering and classification of functional data

Complex data analysis is a central topic of modern statistics and learning systems which is becoming of broader interest with the increasing prevalence of high‐dimensional data. The challenge is to develop statistical models and autonomous algorithms that are able to discern knowledge from raw data, which can be achieved through clustering techniques, or to make predictions of future data via classification techniques. Latent data models, including mixture model‐based approaches, are among the most popular and successful approaches in both supervised and unsupervised learning. Although being traditional tools in multivariate analysis, they are growing in popularity when considered in the framework of functional data analysis (FDA). FDA is the data analysis paradigm in which each datum is a function, rather than a real vector. In many areas of application, including signal and image processing, functional imaging, bioinformatics, etc., the analyzed data are indeed often available in the form of discretized values of functions, curves, or surfaces. This functional aspect of the data adds additional difficulties when compared to classical multivariate data analysis. We review and present approaches for model‐based clustering and classification of functional data. We present well‐grounded statistical models along with efficient algorithmic tools to address problems regarding the clustering and the classification of these functional data, including their heterogeneity, missing information, and dynamical hidden structures. The presented models and algorithms are illustrated via real‐world functional data analysis problems from several areas of application.This article is categorized under: Fundamental Concepts of Data and Knowledge > Data Concepts Algorithmic Development > Statistics Technologies > Structure Discovery and Clustering

Short-term air temperature forecasting using Nonparametric Functional Data Analysis and SARMA models

Air temperature is a significant meteorological variable that affects social activities and economic sectors. In this paper, a non-parametric and a parametric approach are used to forecast hourly air temperature up to 24 h in advance. The former is a regression model in the Functional Data Analysis framework. The nonlinear regression operator is estimated using a kernel function. The smoothing parameter is obtained by a cross-validation procedure and used for the selection of the optimal number of closest curves. The other method applied is a Seasonal Autoregressive Moving Average (SARMA) model, the order of which is determined by the Bayesian Information Criterion. The obtained forecasts are combined using weights calculated based on the forecast errors. The results show that SARMA has a better performance for the first 6 forecasted hours, after which the Non-Parametric Functional Data Analysis (NPFDA) model provides superior results. Forecast pooling improves the accuracy of the forecasts.

Automatic detection of significant areas for functional data with directional error control.

In this paper, we propose a large-scale multiple testing procedure to find the significant sub-areas between two samples of curves automatically. The procedure is optimal in that it controls the directional false discovery rate at any specified level on a continuum asymptotically. By introducing a nonparametric Gaussian process regression model for the two-sided multiple test, the procedure is computationally inexpensive. It can cope with problems with multidimensional covariates and accommodate different sampling designs across the samples. We further propose the significant curve/surface, giving an insight on dynamic significant differences between two curves. Simulation studies demonstrate that the proposed procedure enjoys superior performance with strong power and good directional error control. The procedure is also illustrated with the application to two executive function studies in hemiplegia.

M-estimators of location for functional data

M-estimators of location are widely used robust estimators of the center of univariate or multivariate real-valued data. This paper aims to study M-estimates of location in the framework of functional data analysis. To this end, recent developments for robust nonparametric density estimation by means of M-estimators are considered. These results can also be applied in the context of functional data analysis and allow to state conditions for the existence and uniqueness of location M-estimates in this setting. Properties of these functional M-estimators are investigated. In particular, their consistency is shown and robustness is studied by means of their breakdown point and their influence function. The finite-sample performance of the M-estimators is explored by simulation. The M-estimators are also empirically compared to trimmed means for functional data.

Asymptotic normality of some conditional nonparametric functional parameters in high-dimensional statistics

This paper deals with the convergence in distribution of estimators of some conditional parameters in the Functional Data Analysis framework. In fact, we consider models where the input is of functional kind and the output is a scalar. Then, we establish the asymptotic normality of the nonparametric local linear estimators of (1) the conditional distribution function and (2) the successive derivatives of the conditional density. Moreover, as by-product, we deduce the asymptotic normality of the local linear estimator of the conditional mode. Finally, to show interests of our results, on the practical point of view, we have conducted a computational study, first on a simulated data and, then on some real data concerning the forage quality.

M-based simultaneous inference for the mean function of functional data

Estimating and constructing a simultaneous confidence band for the mean function in the presence of outliers is an important problem in the framework of functional data analysis. In this paper, we propose a robust estimator and a robust simultaneous confidence band for the mean function of functional data using M-estimation and B-splines. The robust simultaneous confidence band is also extended to the difference of mean functions of two populations. Further, the asymptotic properties of the M-based mean function estimator, such as the asymptotic consistency and asymptotic normality, are studied. The performance of the proposed robust methods and their robustness are demonstrated with an extensive simulation study and two real data examples.

Principal Components Analysis of Periodically Correlated Functional Time Series

Within the framework of functional data analysis, we develop principal component analysis for periodically correlated time series of functions. We define the components of the above analysis including periodic operator‐valued filters, score processes, and the inversion formulas. We show that these objects are defined via a convergent series under a simple condition requiring summability of the Hilbert–Schmidt norms of the filter coefficients and that they possess optimality properties. We explain how the Hilbert space theory reduces to an approximate finite‐dimensional setting which is implemented in a custom‐build |R| package. A data example and a simulation study show that the new methodology is superior to existing tools if the functional time series exhibits periodic characteristics.

Extremes of projections of functional time series on data–driven basis systems

The paper is concerned with the extreme behavior of projections of time series of functions onto data-driven basis systems, for example, on the estimated functional principal components. The coefficients of these projections, called the scores, encode the shapes of the curves. Within the framework of functional data analysis, the extreme shapes are those corresponding to multivariate extremes of the scores. The scores are not directly observable, and must be computed from the data. Even for iid Gaussian functions, they form a triangular array of dependent non–Gaussian vectors. Thus, even though the extreme behavior of the population scores of Gaussian functions follows from well–known results, it is not clear what the extreme behavior of their approximations computed from the data is. We clarify these issues for Gaussian functions and for more general functional time series whose projections are in the Gumbel domain of attraction.

A Geometric Approach to Visualization of Variability in Functional Data

ABSTRACTWe propose a new method for the construction and visualization of boxplot-type displays for functional data. We use a recent functional data analysis framework, based on a representation of functions called square-root slope functions, to decompose observed variation in functional data into three main components: amplitude, phase, and vertical translation. We then construct separate displays for each component, using the geometry and metric of each representation space, based on a novel definition of the median, the two quartiles, and extreme observations. The outlyingness of functional data is a very complex concept. Thus, we propose to identify outliers based on any of the three main components after decomposition. We provide a variety of visualization tools for the proposed boxplot-type displays including surface plots. We evaluate the proposed method using extensive simulations and then focus our attention on three real data applications including exploratory data analysis of sea surface temperature functions, electrocardiogram functions, and growth curves. Supplementary materials for this article are available online.

Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates

This study considers the forecasting of mortality rates in multiple populations. We propose a model that combines mortality forecasting and functional data analysis (FDA). Under the FDA framework, the mortality curve of each year is assumed to be a smooth function of age. As with most of the functional time series forecasting models, we rely on functional principal component analysis (FPCA) for dimension reduction and further choose a vector error correction model (VECM) to jointly forecast mortality rates in multiple populations. This model incorporates the merits of existing models in that it excludes some of the inherent randomness with the nonparametric smoothing from FDA, and also utilizes the correlation structures between the populations with the use of VECM in mortality models. A nonparametric bootstrap method is also introduced to construct interval forecasts. The usefulness of this model is demonstrated through a series of simulation studies and applications to the age-and sex-specific mortality rates in Switzerland and the Czech Republic. The point forecast errors of several forecasting methods are compared and interval scores are used to evaluate and compare the interval forecasts. Our model provides improved forecast accuracy in most cases.

Spectral-Spatial classification of hyperspectral images using functional data analysis

ABSTRACTIn this letter, a spectral-spatial classification method using functional data analysis (FDA) is proposed. Since the efficacy of the FDA for hyperspectral image analysis instead of analysis in multivariate analysis framework (MAF) was proved previously, we apply FDA to better extract spectral and spatial information for hyperspectral image classification. Therefore, in the FDA framework a support vector machine (SVM) classifier is used for hyperspectral image classification and a watershed segmentation algorithm is applied in order to extract spatial structures. Several approaches to figure a one-band gradient image, as an input to watershed transformation, are examined and investigated. As a result, the extracted segmentation map is used to improve the pixel-wise classification accuracy on which the classification and the segmentation results are combined together using majority vote approach. The efficiency of the proposed method is evaluated on two hyperspectral data sets. The experimental results show that the proposed spectral-spatial classification method provides better classification accuracies compared to some state-of-the-art spectral-spatial classification methods.

Classification of ADNI PET images via regularized 3D functional data analysis

ABSTRACTWe propose a penalized Haar wavelet approach for the classification of three-dimensional (3D) brain images in the framework of functional data analysis, which treats each entire 3D brain image as a single functional input, thus automatically takes into account the spatial correlations of voxel-level imaging measures. We validate the proposed approach through extensive simulations and compare its classification performance with other commonly used machine learning methods, which show that the proposed method outperforms other methods in both classification accuracy and identification of the relevant voxels. We then apply the proposed method to the practical classification problems for Alzheimer's disease using positron emission tomography images obtained from the Alzheimer's Disease Neuroimaging Initiative database to highlight the advantages of our approach.

BioFTF: An R package for biodiversity assessment with the functional data analysis approach

This paper presents the R package BioFTF, which is a tool for statistical biodiversity assessment in the functional data analysis framework. Diversity is a key topic in many research fields; however, in the literature, it is demonstrated that the existing indices do not capture the different aspects of this concept. Thus, a main drawback is that different indicators may lead to different orderings among communities according to their biodiversity. A possible method to evaluate biodiversity consists in using diversity profiles that are curves depending on a specific parameter. In this setting, it is possible to adopt some functional instruments proposed in the literature, such as the first and second derivatives, the curvature, the radius of curvature and the arc length. Specifically, the derivatives and the curvature (or the radius of curvature) highlight any peculiar behaviour of the profiles, whereas the arc length helps in ranking curves, given the richness. Because these instruments do not solve the issue of ranking communities with different numbers of species, we propose an important methodological contribution that introduces the surface area. Indeed, this tool is a scalar measure that reflects the information provided by the biodiversity profile and allows for ordering communities with different richness. However, this approach requires mathematical skills that the average user may not have; thus, our idea is to provide a user-friendly tool for both non-statistician and statistician practitioners to measure biodiversity in a functional context.

An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets

The predominant fear in capital markets is that of a price spike. Commodity markets differ in that there is a fear of both upward and down jumps, this results in implied volatility curves displaying distinct shapes when compared to equity markets. The use of a novel functional data analysis (FDA) approach, provides a framework to produce and interpret functional objects that characterise the underlying dynamics of oil future options. We use the FDA framework to examine implied volatility, jump risk, and pricing dynamics within crude oil markets. Examining a WTI crude oil sample for the 2007–2013 period, which includes the global financial crisis and the Arab Spring, strong evidence is found of converse jump dynamics during periods of demand and supply side weakness. This is used as a basis for an FDA-derived Merton (1976) jump diffusion optimised delta hedging strategy, which exhibits superior portfolio management results over traditional methods.

Functional logistic regression approach to detecting gene by longitudinal environmental exposure interaction in a case-control study.

Most complex human diseases are likely the consequence of the joint actions of genetic and environmental factors. Identification of gene-environment (G × E) interactions not only contributes to a better understanding of the disease mechanisms, but also improves disease risk prediction and targeted intervention. In contrast to the large number of genetic susceptibility loci discovered by genome-wide association studies, there have been very few successes in identifying G × E interactions, which may be partly due to limited statistical power and inaccurately measured exposures. Although existing statistical methods only consider interactions between genes and static environmental exposures, many environmental/lifestyle factors, such as air pollution and diet, change over time, and cannot be accurately captured at one measurement time point or by simply categorizing into static exposure categories. There is a dearth of statistical methods for detecting gene by time-varying environmental exposure interactions. Here, we propose a powerful functional logistic regression (FLR) approach to model the time-varying effect of longitudinal environmental exposure and its interaction with genetic factors on disease risk. Capitalizing on the powerful functional data analysis framework, our proposed FLR model is capable of accommodating longitudinal exposures measured at irregular time points and contaminated by measurement errors, commonly encountered in observational studies. We use extensive simulations to show that the proposed method can control the Type I error and is more powerful than alternative ad hoc methods. We demonstrate the utility of this new method using data from a case-control study of pancreatic cancer to identify the windows of vulnerability of lifetime body mass index on the risk of pancreatic cancer as well as genes that may modify this association.

REGULARIZED 3D FUNCTIONAL REGRESSION FOR BRAIN IMAGE DATA VIA HAAR WAVELETS.

The primary motivation and application in this article come from brain imaging studies on cognitive impairment in elderly subjects with brain disorders. We propose a regularized Haar wavelet-based approach for the analysis of three-dimensional brain image data in the framework of functional data analysis, which automatically takes into account the spatial information among neighboring voxels. We conduct extensive simulation studies to evaluate the prediction performance of the proposed approach and its ability to identify related regions to the outcome of interest, with the underlying assumption that only few relatively small subregions are truly predictive of the outcome of interest. We then apply the proposed approach to searching for brain subregions that are associated with cognition using PET images of patients with Alzheimer's disease, patients with mild cognitive impairment, and normal controls.

Analysis of juggling data: Alignment, extraction, and modeling of juggling cycles

In this paper we present results from alignment, extraction, and statistical analysis of juggling trajectories using an elastic functional data analysis framework. This framework, specifically adapted for analyzing cyclostationary signals using an elastic Riemannian metric, was introduced recently by Kurtek et al. [2]. It relies on a special representation of curves called the square-root velocity function to pose the alignment problem as an optimization over the re-parametrization space. The cost function for alignment is a proper metric and is used to separate phase and amplitude components of juggling cycles. We present results of segmenting juggling trials into cycles, separating phase and amplitude components of cycles, and developing principal component analysis (PCA) based statistical models for these individual components.

Varying coefficient model for modeling diffusion tensors along white matter tracts

Diffusion tensor imaging provides important information on tissue structure and orientation of fiber tracts in brain white matter in vivo. It results in diffusion tensors, which are 3×3 symmetric positive definite (SPD) matrices, along fiber bundles. This paper develops a functional data analysis framework to model diffusion tensors along fiber tracts as functional data in a Riemannian manifold with a set of covariates of interest, such as age and gender. We propose a statistical model with varying coefficient functions to characterize the dynamic association between functional SPD matrix-valued responses and covariates. We calculate weighted least squares estimators of the varying coefficient functions for the Log-Euclidean metric in the space of SPD matrices. We also develop a global test statistic to test specific hypotheses about these coefficient functions and construct their simultaneous confidence bands. Simulated data are further used to examine the finite sample performance of the estimated varying co-efficient functions. We apply our model to study potential gender differences and find a statistically significant aspect of the development of diffusion tensors along the right internal capsule tract in a clinical study of neurodevelopment.

Functional Causal Mediation Analysis With an Application to Brain Connectivity

Mediation analysis is often used in the behavioral sciences to investigate the role of intermediate variables that lie on the causal path between a randomized treatment and an outcome variable. Typically, mediation is assessed using structural equation models (SEMs), with model coefficients interpreted as causal effects. In this article, we present an extension of SEMs to the functional data analysis (FDA) setting that allows the mediating variable to be a continuous function rather than a single scalar measure, thus providing the opportunity to study the functional effects of the mediator on the outcome. We provide sufficient conditions for identifying the average causal effects of the functional mediators using the extended SEM, as well as weaker conditions under which an instrumental variable estimand may be interpreted as an effect. The method is applied to data from a functional magnetic resonance imaging (fMRI) study of thermal pain that sought to determine whether activation in certain brain regions mediated the effect of applied temperature on self-reported pain. Our approach provides valuable information about the timing of the mediating effect that is not readily available when using the standard nonfunctional approach. To the best of our knowledge, this work provides the first application of causal inference to the FDA framework.