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A wavelet-based method in aggregated functional data analysis.

Authors :
dos Santos Sousa, Alex Rodrigo
Source :
Monte Carlo Methods & Applications. Mar2024, Vol. 30 Issue 1, p19-30. 12p.
Publication Year :
2024

Abstract

In this paper, we consider aggregated functional data composed by a linear combination of component curves and the problem of estimating these component curves. We propose the application of a bayesian wavelet shrinkage rule based on a mixture of a point mass function at zero and the logistic distribution as prior to wavelet coefficients to estimate mean curves of components. This procedure has the advantage of estimating component functions with important local characteristics such as discontinuities, spikes and oscillations for example, due the features of wavelet basis expansion of functions. Simulation studies were done to evaluate the performance of the proposed method, and its results are compared with a spline-based method. An application on the so-called Tecator dataset is also provided. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09299629
Volume :
30
Issue :
1
Database :
Academic Search Index
Journal :
Monte Carlo Methods & Applications
Publication Type :
Academic Journal
Accession number :
175678923
Full Text :
https://doi.org/10.1515/mcma-2023-2016