Localization processes for functional data analysis

Antonio Elías (), Raúl Jiménez () and J. E. Yukich ()
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Antonio Elías: Universidad de Málaga
Raúl Jiménez: Universidad Carlos III de Madrid
J. E. Yukich: Universidad Carlos III de Madrid

Advances in Data Analysis and Classification, 2023, vol. 17, issue 2, No 9, 485-517

Abstract: Abstract We propose an alternative to k-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies stabilization criteria, we establish pointwise and global approximation results in function spaces when the number of data curves is large. We exploit this feature to develop the asymptotic theory when a finite number of curves is observed at time-points given by an i.i.d. sample whose cardinality increases up to infinity. We use these results to investigate the problem of estimating unobserved segments of a partially observed functional data sample as well as to study the problem of functional classification and outlier detection. For such problems our methods are competitive with and sometimes superior to benchmark predictions in the field. The R package localFDA provides routines for computing the localization processes and the estimators proposed in this article.

Keywords: Nearest neighbors; Incomplete observations; Outlier detection; 62R10; 60F05 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s11634-022-00512-8

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