<i>α</i>-separability and adjustable combination of amplitude and phase model for functional data

Abstract We consider separating and joint modelling amplitude and phase variations for functional data in an identifiable manner. To rigorously address this separability issue, we introduce the notion of α-separability upon constructing a family of α-indexed metrics. We bridge α-separability with the uniqueness of Fréchet mean, leading to the proposed adjustable combination of amplitude and phase model. The parameter α allows user-defined modelling emphasis between vertical and horizontal features and provides a novel viewpoint on the identifiability issue. We prove the consistency of the sample Fréchet mean and variance, and the proposed estimators. Our method is illustrated in simulations and COVID-19 infection rate data.

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Publication Details

Journal
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Published
2024-12-31
DOI
https://doi.org/10.1093/jrsssb/qkae112
Primary Topic
Hydrocarbon exploration and reservoir analysis
Type
article
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article

α-separability and adjustable combination of amplitude and phase model for functional data

Jimin Ding, Tian Wang
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Hydrocarbon exploration and reservoir analysis
article

α-separability and adjustable combination of amplitude and phase model for functional data

Jimin Ding, Tian Wang
article en

Abstract

Abstract We consider separating and joint modelling amplitude and phase variations for functional data in an identifiable manner. To rigorously address this separability issue, we introduce the notion of α-separability upon constructing a family of α-indexed metrics. We bridge α-separability with the uniqueness of Fréchet mean, leading to the proposed adjustable combination of amplitude and phase model. The parameter α allows user-defined modelling emphasis between vertical and horizontal features and provides a novel viewpoint on the identifiability issue. We prove the consistency of the sample Fréchet mean and variance, and the proposed estimators. Our method is illustrated in simulations and COVID-19 infection rate data.

Journal of the Royal Statistical Society Series B (Statistical Methodology)Vol. 87(3)
Washington University in St. Louis (US), Columbia University (US)
Openalex Percentile: Top 72%
Hydrocarbon exploration and reservoir analysis
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