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Karhunen–Loève Expansion
Useful links: # Karhunen–Loève theorem # Karhunen-Loeve Expansion
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List of links related to “Functional Data Analysis” (FDA)
List of related links: # Functional Data Analysis (http://www.functionaldata.org) # Source from Wikipedia: Category:Functional analysis # Inner product space # Tensor product # Tensor product of...
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[paper] Weakly dependent functional data
“Weakly dependent functional data” by Siegfried Hörmann and Piotr Kokoszka. My comments: Its general idea is to approximate the underlying process by m-dependent processes, which is constructed by...
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[eBook] Semiparametric Modeling of Implied Volatility
Link–> http://www.springer.com/mathematics/quantitative+finance/book/978-3-540-26234-3
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[R] Packages for FDA and FPCA
1. Functional Data Analysis (FDA) # F. Ferraty & P. Vieu (2006) –> http://www.lsp.ups-tlse.fr/staph/npfda # J. O. Ramsay, G. Hooker, & S. Graves –> http://www.functionaldata.org –>...
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Functional Principle Component Analysis (FPCA)
# Good reading for concepts–> Functional Principal Components Analysis, Implementation and Applications (Benko, 2004) # Good reading with examples -> Functional principal components analysis #...
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FDA or FPCA in Semiconductor Manufacturing
# FDA –> Yang Liu, Zhi Sheng Zhang, Jin Fei Shi (2010). A Key Parameters Analysis Method of the Quality Control in the Semiconductor Multiple Manufacturing Processes Based on Functional Data...
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Functional Linear Regression
# FANG YAO, HANS-GEORG MÜLLER AND JANE-LING WANG (2005). FUNCTIONAL LINEAR REGRESSION ANALYSIS FOR LONGITUDINAL DATA. The Annals of Statistics. Vol. 33, No. 6, 2873–2903 # T. TONY CAI AND PETER HALL...
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