The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
Activity Number:
|
127
|
Type:
|
Contributed
|
Date/Time:
|
Monday, August 1, 2011 : 8:30 AM to 10:20 AM
|
Sponsor:
|
Section on Nonparametric Statistics
|
Abstract - #301786 |
Title:
|
Analysis of Longitudinal Data with Multiple Response Functions
|
Author(s):
|
Jeng-Min Chiou*+
|
Companies:
|
Academia Sinica
|
Address:
|
128 Sec 2 Academia Road, Taipei, International, 11529, Taiwan
|
Keywords:
|
Functional data analysis ;
Linear manifold ;
Traffic flow analysis ;
Varying coefficient functions
|
Abstract:
|
We propose a linear manifold modeling method of exploring dependency relationship between multiple random processes in longitudinal data. The linear manifold is defined through a set of data-determined linear combinations for the multiple component trajectories, subject to the condition that their variances are relatively small. The model is characterized by a set of varying coefficient functions under orthonormality constraints, leading to time-varying relationships between the multiple functional components. Under mild conditions, the integral of the linear manifold model variances can be expressed in a quadratic form, which facilitates the construction of the model. This linear manifold modeling approach provides a tool for determining a set of linear relationships that govern the components of multiple random functions, and further yields noise-reduced multivariate component trajectories. The proposed approach is illustrated through an application to highway traffic flow analysis, where the linear manifold describes the relationships between the multiple functional measurements.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.