We propose a method which uses functional singular component to establish functional additive models. The proposed methodology reduces the curve regression problem to ordinary(i.e., scalar) additive regression problem...We propose a method which uses functional singular component to establish functional additive models. The proposed methodology reduces the curve regression problem to ordinary(i.e., scalar) additive regression problems of the singular components of the predictor process and response process. Consistency of estimators for the nonparametric function and prediction are proved, respectively. A simulation study is conducted to investigate the finite sample performances of the proposed estimators.展开更多
We propose a new functional single index model, which called dynamic single-index model for functional data, or DSIM, to efficiently perform non-linear and dynamic relationships between functional predictor and functi...We propose a new functional single index model, which called dynamic single-index model for functional data, or DSIM, to efficiently perform non-linear and dynamic relationships between functional predictor and functional response. The proposed model naturally allows for some curvature not captured by the ordinary functional linear model. By using the proposed two-step estimating algorithm, we develop the estimates for both the link function and the regression coefficient function, and then provide predictions of new response trajectories. Besides the asymptotic properties for the estimates of the unknown functions, we also establish the consistency of the predictions of new response trajectories under mild conditions. Finally, we show through extensive simulation studies and a real data example that the proposed DSIM can highly outperform existed functional regression methods in most settings.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 11171331, 11561006, 11331011)Program for Creative Research Group of National Natural Science Foundation of China (Grant No. 61621003)+4 种基金a Grant from the Key Lab of Random Complex Structure and Data Science, Chinese Academy of Sciencesthe Natural Science Foundation of Shenzhen UniversityResearch Projects of Colleges and Universities in Guangxi (Grant No. KY2015YB171)Innovation Project of Guangxi Graduate Education (Grant No. JGY2015122)a Grant from the Key Base of Humanities and Social Sciences in Guangxi College
文摘We propose a method which uses functional singular component to establish functional additive models. The proposed methodology reduces the curve regression problem to ordinary(i.e., scalar) additive regression problems of the singular components of the predictor process and response process. Consistency of estimators for the nonparametric function and prediction are proved, respectively. A simulation study is conducted to investigate the finite sample performances of the proposed estimators.
基金supported by National Natural Science Foundation of China (Grant No. 11271080)
文摘We propose a new functional single index model, which called dynamic single-index model for functional data, or DSIM, to efficiently perform non-linear and dynamic relationships between functional predictor and functional response. The proposed model naturally allows for some curvature not captured by the ordinary functional linear model. By using the proposed two-step estimating algorithm, we develop the estimates for both the link function and the regression coefficient function, and then provide predictions of new response trajectories. Besides the asymptotic properties for the estimates of the unknown functions, we also establish the consistency of the predictions of new response trajectories under mild conditions. Finally, we show through extensive simulation studies and a real data example that the proposed DSIM can highly outperform existed functional regression methods in most settings.
