On a general definition of the functional linear model
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).
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) |
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---|---|
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.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://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 |