Parametric functional principal component analysis
- PMID: 28295173
- DOI: 10.1111/biom.12641
Parametric functional principal component analysis
Abstract
Functional principal component analysis (FPCA) is a popular approach in functional data analysis to explore major sources of variation in a sample of random curves. These major sources of variation are represented by functional principal components (FPCs). Most existing FPCA approaches use a set of flexible basis functions such as B-spline basis to represent the FPCs, and control the smoothness of the FPCs by adding roughness penalties. However, the flexible representations pose difficulties for users to understand and interpret the FPCs. In this article, we consider a variety of applications of FPCA and find that, in many situations, the shapes of top FPCs are simple enough to be approximated using simple parametric functions. We propose a parametric approach to estimate the top FPCs to enhance their interpretability for users. Our parametric approach can also circumvent the smoothing parameter selecting process in conventional nonparametric FPCA methods. In addition, our simulation study shows that the proposed parametric FPCA is more robust when outlier curves exist. The parametric FPCA method is demonstrated by analyzing several datasets from a variety of applications.
Keywords: Curve Variation; Eigenfuntions; Functional Data Analysis; Robust Estimation.
© 2017, The International Biometric Society.
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