Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
Economical Models for Functional Covariation - SAMSI
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Overview <strong>Functional</strong> PCA finite element basis Estimation Examples Extensions and discussion<br />
The functional factor analysis model<br />
Matrix Σ is now a bivariate function σ such that σ(s, t) is<br />
the covariance between the values of a sample or<br />
population of functional observations at times s and t.<br />
The factor analysis model is now<br />
∫<br />
σ(s, t) = λ(s, w)λ(t, w) dw + ψ(s, t)<br />
It may also be that the second term represents<br />
independent white noise contributions, so that<br />
ψ(s, t) = 0, s ≠ t
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