From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas

Y Li, Y Qiu, Y Xu - Journal of Multivariate Analysis, 2022 - Elsevier
Functional data analysis (FDA), which is a branch of statistics on modeling infinite
dimensional random vectors resided in functional spaces, has become a major research …

A journey from univariate to multivariate functional time series: A comprehensive review

H Haghbin, M Maadooliat - Wiley Interdisciplinary Reviews …, 2024 - Wiley Online Library
Functional time series (FTS) analysis has emerged as a potent framework for modeling and
forecasting time‐dependent data with functional attributes. In this comprehensive review, we …

Long-range dependent curve time series

D Li, PM Robinson, HL Shang - Journal of the American Statistical …, 2020 - Taylor & Francis
We introduce methods and theory for functional or curve time series with long-range
dependence. The temporal sum of the curve process is shown to be asymptotically normally …

Grouped functional time series forecasting: An application to age-specific mortality rates

HL Shang, RJ Hyndman - Journal of Computational and Graphical …, 2017 - Taylor & Francis
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state,
and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels …

Factor models for high‐dimensional functional time series I: Representation results

M Hallin, G Nisol, S Tavakoli - Journal of Time Series Analysis, 2023 - Wiley Online Library
In this article, which consists of two parts (Part I: representation results; Part II: estimation and
forecasting methods), we set up the theoretical foundations for a high‐dimensional …

Partially linear functional additive models for multivariate functional data

RKW Wong, Y Li, Z Zhu - Journal of the American Statistical …, 2019 - Taylor & Francis
We investigate a class of partially linear functional additive models (PLFAM) that predicts a
scalar response by both parametric effects of a multivariate predictor and nonparametric …

Directed cyclic graph for causal discovery from multivariate functional data

S Roy, RKW Wong, Y Ni - Advances in Neural Information …, 2024 - proceedings.neurips.cc
Discovering causal relationship using multivariate functional data has received a significant
amount of attention very recently. In this article, we introduce a functional linear structural …

Bayesian function-on-scalars regression for high-dimensional data

DR Kowal, DC Bourgeois - Journal of Computational and …, 2020 - Taylor & Francis
We develop a fully Bayesian framework for function-on-scalars regression with many
predictors. The functional data response is modeled nonparametrically using unknown basis …

Fast multilevel functional principal component analysis

E Cui, R Li, CM Crainiceanu, L Xiao - Journal of Computational …, 2023 - Taylor & Francis
We introduce fast multilevel functional principal component analysis (fast MFPCA), which
scales up to high dimensional functional data measured at multiple visits. The new approach …

Fast covariance estimation for multivariate sparse functional data

C Li, L Xiao, S Luo - Stat, 2020 - Wiley Online Library
Covariance estimation is essential yet underdeveloped for analysing multivariate functional
data. We propose a fast covariance estimation method for multivariate sparse functional data …