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The functional linear array model.

Authors :
Brockhaus, Sarah
Scheipl, Fabian
Hothorn, Torsten
Greven, Sonja
Source :
Statistical Modelling: An International Journal. Jun2015, Vol. 15 Issue 3, p279-300. 22p.
Publication Year :
2015

Abstract

The functional linear array model (FLAM) is a unified model class for functional regression models including function-on-scalar, scalar-on-function and function-on-function regression. Mean, median, quantile as well as generalized additive regression models for functional or scalar responses are contained as special cases in this general framework. Our implementation features a broad variety of covariate effects, such as, linear, smooth and interaction effects of grouping variables, scalar and functional covariates. Computational efficiency is achieved by representing the model as a generalized linear array model. While the array structure requires a common grid for functional responses, missing values are allowed. Estimation is conducted using a boosting algorithm, which allows for numerous covariates and automatic, data-driven model selection. To illustrate the flexibility of the model class we use three applications on curing of resin for car production, heat values of fossil fuels and Canadian climate data (the last one in the electronic supplement). These require function-on-scalar, scalar-on-function and function-on-function regression models, respectively, as well as additional capabilities such as robust regression, spatial functional regression, model selection and accommodation of missings. An implementation of our methods is provided in the R add-on package FDboost. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
1471082X
Volume :
15
Issue :
3
Database :
Academic Search Index
Journal :
Statistical Modelling: An International Journal
Publication Type :
Academic Journal
Accession number :
103004867
Full Text :
https://doi.org/10.1177/1471082X14566913