Linear-Phase-Type probability modelling of functional PCA with applications to resistive memories

Juan E. Ruiz-Castro, Christian Acal, Ana M. Aguilera, M. Carmen Aguilera-Morillo and Juan B. Roldán

Mathematics and Computers in Simulation (MATCOM), 2021, vol. 186, issue C, 71-79

Abstract: Functional principal component analysis (FPCA) based on Karhunen–Loève (K–L) expansion allows to describe the stochastic evolution of the main characteristics associated to multiple systems and devices. Identifying the probability distribution of the principal component scores is fundamental to characterize the whole process. The aim of this work is to consider a family of statistical distributions that could be accurately adjusted to a previous transformation. Then, a new class of distributions, the linear-phase-type, is introduced to model the principal components. This class is studied in detail in order to prove, through the K–L expansion, that certain linear transformations of the process at each time point are phase-type distributed. This way, the one-dimensional distributions of the process are in the same linear-phase-type class. Finally, an application to model the reset process associated with resistive memories is developed and explained.

Keywords: Phase-type distribution (PH); Linear-Phase-type distribution (LPH); Functional principal components; Basis expansion of curves; P-splines; Resistive memories (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475420302354
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:186:y:2021:i:c:p:71-79

DOI: 10.1016/j.matcom.2020.07.006

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().