Economical Models for Functional Covariation - SAMSI

Overview Functional PCA finite element basis Estimation Examples Extensions and discussion
Sums of basis systems
The factor analysis model suggests a model involving two
basis systems:
A high resolution basis but with very short lag δ to capture
localized noisy sources of variation.
A low resolution basis but with a longer lag to capture
smoother sources of functional variation.
This is easy to implement.