On a general definition of the functional linear model

Berrendero, José R. - Cuevas, Antonio - Cholaquidis, Alejandro

Resumen:

A general formulation of the linear model with functional (random) explanatory variable X=X(t),t∈T , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space L2[0,1], as a particular case. It also includes all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite or countable collections of marginal variables X(t_j), with tj∈T or a linear combination of a finite number of linear projections of X. This general formulation can be interpreted in terms of the RKHS space generated by the covariance function of the process X(t). Some consistency results are proved. A few experimental results are given in order to show the practical interest of considering, in a unified framework, linear models based on a finite number of marginals X(tj) of the process X(t).


Detalles Bibliográficos
2021
Agencia Nacional de Investigación e Innovación
Functional data
Ciencias Naturales y Exactas
Matemáticas
Estadística y Probabilidad
Inglés
Agencia Nacional de Investigación e Innovación
REDI
https://hdl.handle.net/20.500.12381/3233
https://arxiv.org/abs/2106.02035
Acceso abierto
Reconocimiento 4.0 Internacional. (CC BY)
_version_ 1814959259704623104
author Berrendero, José R.
author2 Cuevas, Antonio
Cholaquidis, Alejandro
author2_role author
author
author_facet Berrendero, José R.
Cuevas, Antonio
Cholaquidis, Alejandro
author_role author
bitstream.checksum.fl_str_mv 3c9d86d36485746409b4281a0893d729
e5186d951bc0fdd6034bec5028d7f99a
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
bitstream.url.fl_str_mv https://redi.anii.org.uy/jspui/bitstream/20.500.12381/3233/4/license.txt
https://redi.anii.org.uy/jspui/bitstream/20.500.12381/3233/3/rkhs.pdf
collection REDI
dc.creator.none.fl_str_mv Berrendero, José R.
Cuevas, Antonio
Cholaquidis, Alejandro
dc.date.accessioned.none.fl_str_mv 2023-05-29T18:56:09Z
dc.date.available.none.fl_str_mv 2023-05-29T18:56:09Z
dc.date.issued.none.fl_str_mv 2021-06
dc.description.abstract.none.fl_txt_mv A general formulation of the linear model with functional (random) explanatory variable X=X(t),t∈T , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space L2[0,1], as a particular case. It also includes all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite or countable collections of marginal variables X(t_j), with tj∈T or a linear combination of a finite number of linear projections of X. This general formulation can be interpreted in terms of the RKHS space generated by the covariance function of the process X(t). Some consistency results are proved. A few experimental results are given in order to show the practical interest of considering, in a unified framework, linear models based on a finite number of marginals X(tj) of the process X(t).
dc.description.sponsorship.none.fl_txt_mv Agencia Nacional de Investigación e Innovación
dc.identifier.anii.es.fl_str_mv FCE_1_2019_1_156054
dc.identifier.uri.none.fl_str_mv https://hdl.handle.net/20.500.12381/3233
dc.identifier.url.none.fl_str_mv https://arxiv.org/abs/2106.02035
dc.language.iso.none.fl_str_mv eng
dc.relation.uri.none.fl_str_mv https://hdl.handle.net/20.500.12381/3234
dc.rights.es.fl_str_mv Acceso abierto
dc.rights.license.none.fl_str_mv Reconocimiento 4.0 Internacional. (CC BY)
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.source.none.fl_str_mv reponame:REDI
instname:Agencia Nacional de Investigación e Innovación
instacron:Agencia Nacional de Investigación e Innovación
dc.subject.anii.none.fl_str_mv Ciencias Naturales y Exactas
Matemáticas
Estadística y Probabilidad
dc.subject.es.fl_str_mv Functional data
dc.title.none.fl_str_mv On a general definition of the functional linear model
dc.type.es.fl_str_mv Preprint
dc.type.none.fl_str_mv info:eu-repo/semantics/preprint
description A general formulation of the linear model with functional (random) explanatory variable X=X(t),t∈T , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space L2[0,1], as a particular case. It also includes all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite or countable collections of marginal variables X(t_j), with tj∈T or a linear combination of a finite number of linear projections of X. This general formulation can be interpreted in terms of the RKHS space generated by the covariance function of the process X(t). Some consistency results are proved. A few experimental results are given in order to show the practical interest of considering, in a unified framework, linear models based on a finite number of marginals X(tj) of the process X(t).
eu_rights_str_mv openAccess
format preprint
id REDI_0491e037752a4cce65536e51c2f01093
identifier_str_mv FCE_1_2019_1_156054
instacron_str Agencia Nacional de Investigación e Innovación
institution Agencia Nacional de Investigación e Innovación
instname_str Agencia Nacional de Investigación e Innovación
language eng
network_acronym_str REDI
network_name_str REDI
oai_identifier_str oai:redi.anii.org.uy:20.500.12381/3233
publishDate 2021
reponame_str REDI
repository.mail.fl_str_mv jmaldini@anii.org.uy
repository.name.fl_str_mv REDI - Agencia Nacional de Investigación e Innovación
repository_id_str 9421
rights_invalid_str_mv Reconocimiento 4.0 Internacional. (CC BY)
Acceso abierto
spelling Reconocimiento 4.0 Internacional. (CC BY)Acceso abiertoinfo:eu-repo/semantics/openAccess2023-05-29T18:56:09Z2023-05-29T18:56:09Z2021-06https://hdl.handle.net/20.500.12381/3233FCE_1_2019_1_156054https://arxiv.org/abs/2106.02035A general formulation of the linear model with functional (random) explanatory variable X=X(t),t∈T , and scalar response Y is proposed. It includes the standard functional linear model, based on the inner product in the space L2[0,1], as a particular case. It also includes all models in which Y is assumed to be (up to an additive noise) a linear combination of a finite or countable collections of marginal variables X(t_j), with tj∈T or a linear combination of a finite number of linear projections of X. This general formulation can be interpreted in terms of the RKHS space generated by the covariance function of the process X(t). Some consistency results are proved. A few experimental results are given in order to show the practical interest of considering, in a unified framework, linear models based on a finite number of marginals X(tj) of the process X(t).Agencia Nacional de Investigación e Innovaciónenghttps://hdl.handle.net/20.500.12381/3234Functional dataCiencias Naturales y ExactasMatemáticasEstadística y ProbabilidadOn a general definition of the functional linear modelPreprintinfo:eu-repo/semantics/preprintUniversidad de la República. Facultad de Ciencias//Ciencias Naturales y Exactas/Matemáticas/Estadística y Probabilidadreponame:REDIinstname:Agencia Nacional de Investigación e Innovacióninstacron:Agencia Nacional de Investigación e InnovaciónBerrendero, José R.Cuevas, AntonioCholaquidis, AlejandroLICENSElicense.txtlicense.txttext/plain; charset=utf-84944https://redi.anii.org.uy/jspui/bitstream/20.500.12381/3233/4/license.txt3c9d86d36485746409b4281a0893d729MD54ORIGINALrkhs.pdfrkhs.pdfapplication/pdf328983https://redi.anii.org.uy/jspui/bitstream/20.500.12381/3233/3/rkhs.pdfe5186d951bc0fdd6034bec5028d7f99aMD5320.500.12381/32332023-05-29 15:59:50.131oai:redi.anii.org.uy:20.500.12381/3233PHA+PGI+QUNVRVJETyBERSBDRVNJT04gTk8gRVhDTFVTSVZBIERFIERFUkVDSE9TPC9iPjwvcD4KCjxwPkFjZXB0YW5kbyBsYSBjZXNpw7NuIGRlIGRlcmVjaG9zIGVsIHVzdWFyaW8gREVDTEFSQSBxdWUgb3N0ZW50YSBsYSBjb25kaWNpw7NuIGRlIGF1dG9yIGVuIGVsIHNlbnRpZG8gcXVlIG90b3JnYSBsYSBsZWdpc2xhY2nDs24gdmlnZW50ZSBzb2JyZSBwcm9waWVkYWQgaW50ZWxlY3R1YWwgZGUgbGEgb2JyYSBvcmlnaW5hbCBxdWUgZXN0w6EgZW52aWFuZG8gKOKAnGxhIG9icmHigJ0pLiBFbiBjYXNvIGRlIHNlciBjb3RpdHVsYXIsIGVsIGF1dG9yIGRlY2xhcmEgcXVlIGN1ZW50YSBjb24gZWwgIGNvbnNlbnRpbWllbnRvIGRlIGxvcyByZXN0YW50ZXMgdGl0dWxhcmVzIHBhcmEgaGFjZXIgbGEgcHJlc2VudGUgY2VzacOzbi4gRW4gY2FzbyBkZSBwcmV2aWEgY2VzacOzbiBkZSBsb3MgZGVyZWNob3MgZGUgZXhwbG90YWNpw7NuIHNvYnJlIGxhIG9icmEgYSB0ZXJjZXJvcywgZWwgYXV0b3IgZGVjbGFyYSBxdWUgdGllbmUgbGEgYXV0b3JpemFjacOzbiBleHByZXNhIGRlIGRpY2hvcyB0aXR1bGFyZXMgZGUgZGVyZWNob3MgYSBsb3MgZmluZXMgZGUgZXN0YSBjZXNpw7NuLCBvIGJpZW4gcXVlIGhhIGNvbnNlcnZhZG8gbGEgZmFjdWx0YWQgZGUgY2VkZXIgZXN0b3MgZGVyZWNob3MgZW4gbGEgZm9ybWEgcHJldmlzdGEgZW4gbGEgcHJlc2VudGUgY2VzacOzbi48L3A+Cgo8cD5Db24gZWwgZmluIGRlIGRhciBsYSBtw6F4aW1hIGRpZnVzacOzbiBhIGxhIG9icmEgYSB0cmF2w6lzIGRlbCByZXBvc2l0b3JpbyBkZSBhY2Nlc28gYWJpZXJ0byBSRURJIChodHRwczovL3JlZGkuYW5paS5vcmcudXkpLCBlbCBBVVRPUiBDRURFIGEgPGI+QWdlbmNpYSBOYWNpb25hbCBkZSBJbnZlc3RpZ2FjacOzbiBlIElubm92YWNpw7NuPC9iPiAoPGI+QU5JSTwvYj4pLCBkZSBmb3JtYSBncmF0dWl0YSB5IE5PIEVYQ0xVU0lWQSwgY29uIGNhcsOhY3RlciBpcnJldm9jYWJsZSBlIGlsaW1pdGFkbyBlbiBlbCB0aWVtcG8geSBjb24gw6FtYml0byBtdW5kaWFsLCBsb3MgZGVyZWNob3MgZGUgcmVwcm9kdWNjacOzbiwgZGUgZGlzdHJpYnVjacOzbiwgZGUgY29tdW5pY2FjacOzbiBww7pibGljYSwgaW5jbHVpZG8gZWwgZGVyZWNobyBkZSBwdWVzdGEgYSBkaXNwb3NpY2nDs24gZWxlY3Ryw7NuaWNhLCBwYXJhIHF1ZSBwdWVkYSBzZXIgdXRpbGl6YWRhIGRlIGZvcm1hIGxpYnJlIHkgZ3JhdHVpdGEgcG9yIHRvZG9zIGxvcyBxdWUgbG8gZGVzZWVuLjwvcD4KCjxwPkxhIGNlc2nDs24gc2UgcmVhbGl6YSBiYWpvIGxhcyBzaWd1aWVudGVzIGNvbmRpY2lvbmVzOjwvcD4KCjxwPkxhIHRpdHVsYXJpZGFkIGRlIGxhIG9icmEgc2VndWlyw6EgY29ycmVzcG9uZGllbmRvIGFsIEF1dG9yIHkgbGEgcHJlc2VudGUgY2VzacOzbiBkZSBkZXJlY2hvcyBwZXJtaXRpcsOhIGEgPGI+QU5JSTwvYj46PC9wPgoKPHVsPgo8bGkgdmFsdWU9KGEpPlRyYW5zZm9ybWFyIGxhIG9icmEgZW4gbGEgbWVkaWRhIGVuIHF1ZSBzZWEgbmVjZXNhcmlvIHBhcmEgYWRhcHRhcmxhIGEgY3VhbHF1aWVyIHRlY25vbG9nw61hIHN1c2NlcHRpYmxlIGRlIGluY29ycG9yYWNpw7NuIGEgSW50ZXJuZXQ7IHJlYWxpemFyIGxhcyBhZGFwdGFjaW9uZXMgbmVjZXNhcmlhcyBwYXJhIGhhY2VyIHBvc2libGUgc3UgYWNjZXNvIHkgdmlzdWFsaXphY2nDs24gcGVybWFuZW50ZSwgYcO6biBwb3IgcGFydGUgZGUgcGVyc29uYXMgY29uIGRpc2NhcGFjaWRhZCwgcmVhbGl6YXIgbGFzIG1pZ3JhY2lvbmVzIGRlIGZvcm1hdG9zIHBhcmEgYXNlZ3VyYXIgbGEgcHJlc2VydmFjacOzbiBhIGxhcmdvIHBsYXpvLCBpbmNvcnBvcmFyIGxvcyBtZXRhZGF0b3MgbmVjZXNhcmlvcyBwYXJhIHJlYWxpemFyIGVsIHJlZ2lzdHJvIGRlIGxhIG9icmEsIGUgaW5jb3Jwb3JhciB0YW1iacOpbiDigJxtYXJjYXMgZGUgYWd1YeKAnSBvIGN1YWxxdWllciBvdHJvIHNpc3RlbWEgZGUgc2VndXJpZGFkIG8gZGUgcHJvdGVjY2nDs24gbyBkZSBpZGVudGlmaWNhY2nDs24gZGUgcHJvY2VkZW5jaWEuIEVuIG5pbmfDum4gY2FzbyBkaWNoYXMgbW9kaWZpY2FjaW9uZXMgaW1wbGljYXLDoW4gYWR1bHRlcmFjaW9uZXMgZW4gZWwgY29udGVuaWRvIGRlIGxhIG9icmEuPC9saT4gCjxsaSB2YWx1ZT0oYik+UmVwcm9kdWNpciBsYSBvYnJhIGVuIHVuIG1lZGlvIGRpZ2l0YWwgcGFyYSBzdSBpbmNvcnBvcmFjacOzbiBhIHNpc3RlbWFzIGRlIGLDunNxdWVkYSB5IHJlY3VwZXJhY2nDs24sIGluY2x1eWVuZG8gZWwgZGVyZWNobyBhIHJlcHJvZHVjaXIgeSBhbG1hY2VuYXJsYSBlbiBzZXJ2aWRvcmVzIHUgb3Ryb3MgbWVkaW9zIGRpZ2l0YWxlcyBhIGxvcyBlZmVjdG9zIGRlIHNlZ3VyaWRhZCB5IHByZXNlcnZhY2nDs24uPC9saT4gCjxsaSB2YWx1ZT0oYyk+UGVybWl0aXIgYSBsb3MgdXN1YXJpb3MgbGEgZGVzY2FyZ2EgZGUgY29waWFzIGVsZWN0csOzbmljYXMgZGUgbGEgb2JyYSBlbiB1biBzb3BvcnRlIGRpZ2l0YWwuPC9saT4gCjxsaSB2YWx1ZT0oZCk+UmVhbGl6YXIgbGEgY29tdW5pY2FjacOzbiBww7pibGljYSB5IHB1ZXN0YSBhIGRpc3Bvc2ljacOzbiBkZSBsYSBvYnJhIGFjY2VzaWJsZSBkZSBtb2RvIGxpYnJlIHkgZ3JhdHVpdG8gYSB0cmF2w6lzIGRlIEludGVybmV0Lgo8L3VsPgoKPHA+RW4gdmlydHVkIGRlbCBjYXLDoWN0ZXIgbm8gZXhjbHVzaXZvIGRlIGxhIGNlc2nDs24sIGVsIEF1dG9yIGNvbnNlcnZhIHRvZG9zIGxvcyBkZXJlY2hvcyBkZSBhdXRvciBzb2JyZSBsYSBvYnJhLCB5IHBvZHLDoSBwb25lcmxhIGEgZGlzcG9zaWNpw7NuIGRlbCBww7pibGljbyBlbiBlc3RhIHkgZW4gcG9zdGVyaW9yZXMgdmVyc2lvbmVzLCBhIHRyYXbDqXMgZGUgbG9zIG1lZGlvcyBxdWUgZXN0aW1lIG9wb3J0dW5vcy48L3A+Cgo8cD5FbCBBdXRvciBkZWNsYXJhIGJham8ganVyYW1lbnRvIHF1ZSBsYSBwcmVzZW50ZSBjZXNpw7NuIG5vIGluZnJpbmdlIG5pbmfDum4gZGVyZWNobyBkZSB0ZXJjZXJvcywgeWEgc2VhbiBkZSBwcm9waWVkYWQgaW5kdXN0cmlhbCwgaW50ZWxlY3R1YWwgbyBjdWFscXVpZXIgb3RybyB5IGdhcmFudGl6YSBxdWUgZWwgY29udGVuaWRvIGRlIGxhIG9icmEgbm8gYXRlbnRhIGNvbnRyYSBsb3MgZGVyZWNob3MgYWwgaG9ub3IsIGEgbGEgaW50aW1pZGFkIHkgYSBsYSBpbWFnZW4gZGUgdGVyY2Vyb3MsIG5pIGVzIGRpc2NyaW1pbmF0b3Jpby4gPGI+QU5JSTwvYj4gZXN0YXLDoSBleGVudGEgZGUgbGEgcmV2aXNpw7NuIGRlbCBjb250ZW5pZG8gZGUgbGEgb2JyYSwgcXVlIGVuIHRvZG8gY2FzbyBwZXJtYW5lY2Vyw6EgYmFqbyBsYSByZXNwb25zYWJpbGlkYWQgZXhjbHVzaXZhIGRlbCBBdXRvci48L3A+Cgo8cD5MYSBvYnJhIHNlIHBvbmRyw6EgYSBkaXNwb3NpY2nDs24gZGUgbG9zIHVzdWFyaW9zIHBhcmEgcXVlIGhhZ2FuIGRlIGVsbGEgdW4gdXNvIGp1c3RvIHkgcmVzcGV0dW9zbyBkZSBsb3MgZGVyZWNob3MgZGVsIGF1dG9yIHkgY29uIGZpbmVzIGRlIGVzdHVkaW8sIGludmVzdGlnYWNpw7NuLCBvIGN1YWxxdWllciBvdHJvIGZpbiBsw61jaXRvLiBFbCBtZW5jaW9uYWRvIHVzbywgbcOhcyBhbGzDoSBkZSBsYSBjb3BpYSBwcml2YWRhLCByZXF1ZXJpcsOhIHF1ZSBzZSBjaXRlIGxhIGZ1ZW50ZSB5IHNlIHJlY29ub3pjYSBsYSBhdXRvcsOtYS4gQSB0YWxlcyBmaW5lcyBlbCBBdXRvciBhY2VwdGEgZWwgdXNvIGRlIGxpY2VuY2lhcyBDcmVhdGl2ZSBDb21tb25zIHkgRUxJR0UgdW5hIGRlIGVzdGFzIGxpY2VuY2lhcyBlc3RhbmRhcml6YWRhcyBhIGxvcyBmaW5lcyBkZSBjb211bmljYXIgc3Ugb2JyYS48L3A+Cgo8cD5FbCBBdXRvciwgY29tbyBnYXJhbnRlIGRlIGxhIGF1dG9yw61hIGRlIGxhIG9icmEgeSBlbiByZWxhY2nDs24gYSBsYSBtaXNtYSwgZGVjbGFyYSBxdWUgPGI+QU5JSTwvYj4gc2UgZW5jdWVudHJhIGxpYnJlIGRlIHRvZG8gdGlwbyBkZSByZXNwb25zYWJpbGlkYWQsIHNlYSDDqXN0YSBjaXZpbCwgYWRtaW5pc3RyYXRpdmEgbyBwZW5hbCwgeSBxdWUgw6lsIG1pc21vIGFzdW1lIGxhIHJlc3BvbnNhYmlsaWRhZCBmcmVudGUgYSBjdWFscXVpZXIgcmVjbGFtbyBvIGRlbWFuZGEgcG9yIHBhcnRlIGRlIHRlcmNlcm9zLiBMYSA8Yj5BTklJPC9iPiBlc3RhcsOhIGV4ZW50YSBkZSBlamVyY2l0YXIgYWNjaW9uZXMgbGVnYWxlcyBlbiBub21icmUgZGVsIEF1dG9yIGVuIGVsIHN1cHVlc3RvIGRlIGluZnJhY2Npb25lcyBhIGRlcmVjaG9zIGRlIHByb3BpZWRhZCBpbnRlbGVjdHVhbCBkZXJpdmFkb3MgZGVsIGRlcMOzc2l0byB5IGFyY2hpdm8gZGUgbGEgb2JyYS48L3A+Cgo8cD48Yj5BTklJPC9iPiBub3RpZmljYXLDoSBhbCBBdXRvciBkZSBjdWFscXVpZXIgcmVjbGFtYWNpw7NuIHF1ZSByZWNpYmEgZGUgdGVyY2Vyb3MgZW4gcmVsYWNpw7NuIGNvbiBsYSBvYnJhIHksIGVuIHBhcnRpY3VsYXIsIGRlIHJlY2xhbWFjaW9uZXMgcmVsYXRpdmFzIGEgbG9zIGRlcmVjaG9zIGRlIHByb3BpZWRhZCBpbnRlbGVjdHVhbCBzb2JyZSBlbGxhLjwvcD4KCjxwPkVsIEF1dG9yIHBvZHLDoSBzb2xpY2l0YXIgZWwgcmV0aXJvIG8gbGEgaW52aXNpYmlsaXphY2nDs24gZGUgbGEgb2JyYSBkZSBSRURJIHPDs2xvIHBvciBjYXVzYSBqdXN0aWZpY2FkYS4gQSB0YWwgZmluIGRlYmVyw6EgbWFuaWZlc3RhciBzdSB2b2x1bnRhZCBlbiBmb3JtYSBmZWhhY2llbnRlIHkgYWNyZWRpdGFyIGRlYmlkYW1lbnRlIGxhIGNhdXNhIGp1c3RpZmljYWRhLiBBc2ltaXNtbyA8Yj5BTklJPC9iPiBwb2Ryw6EgcmV0aXJhciBvIGludmlzaWJpbGl6YXIgbGEgb2JyYSBkZSBSRURJLCBwcmV2aWEgbm90aWZpY2FjacOzbiBhbCBBdXRvciwgZW4gc3VwdWVzdG9zIHN1ZmljaWVudGVtZW50ZSBqdXN0aWZpY2Fkb3MsIG8gZW4gY2FzbyBkZSByZWNsYW1hY2lvbmVzIGRlIHRlcmNlcm9zLjwvcD4KGobiernohttps://www.anii.org.uy/https://redi.anii.org.uy/oai/requestjmaldini@anii.org.uyUruguayopendoar:94212023-05-29T18:59:50REDI - Agencia Nacional de Investigación e Innovaciónfalse
spellingShingle On a general definition of the functional linear model
Berrendero, José R.
Functional data
Ciencias Naturales y Exactas
Matemáticas
Estadística y Probabilidad
title On a general definition of the functional linear model
title_full On a general definition of the functional linear model
title_fullStr On a general definition of the functional linear model
title_full_unstemmed On a general definition of the functional linear model
title_short On a general definition of the functional linear model
title_sort On a general definition of the functional linear model
topic Functional data
Ciencias Naturales y Exactas
Matemáticas
Estadística y Probabilidad
url https://hdl.handle.net/20.500.12381/3233
https://arxiv.org/abs/2106.02035