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Principal Differential Analysis With Covariates : A Simulation Study On The Effect Of The Smoothing Parameters, Indika Varuna Mallawaarachchi
Principal Differential Analysis With Covariates : A Simulation Study On The Effect Of The Smoothing Parameters, Indika Varuna Mallawaarachchi
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Principal Differential Analysis deals with functional data. The word functional data refers to a collection of curves that are independent and measured on a dense grid of time points in an interval. These time points can be equally or unequally spaced. A differential equation is believed capable of capturing the features of these n curves.
Ramsay(1996) first introduced Principal Differential Analysis (PDA) as an alternative to the Principal Component Analysis(PCA). PDA finds a linear differential equation that captures features of a collection of curves, in order to have a low dimensional approximation for functional data. PDA is based on the …