Linear discriminant analysis is studied when the predictors are data of functional type and the response is a Bernoulli random variable. The aim of this work is to anticipate the prediction of the response earlier than the end of the observed stochastic process. Due to the infinite dimension of the predictor space, discriminant coefficient functions cannot be derived as in the classical way and par- tial least squares approach is proposed. Results of a simulation study as well as an application to kneading data are presented.

Anticipated Prediction in discriminant Analysis on functional data for binary response

COSTANZO, Giuseppina Damiana;
2006-01-01

Abstract

Linear discriminant analysis is studied when the predictors are data of functional type and the response is a Bernoulli random variable. The aim of this work is to anticipate the prediction of the response earlier than the end of the observed stochastic process. Due to the infinite dimension of the predictor space, discriminant coefficient functions cannot be derived as in the classical way and par- tial least squares approach is proposed. Results of a simulation study as well as an application to kneading data are presented.
2006
978-3-7908-1708-9
functional data, partial least squares, discriminant analysis, stochastic process
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11770/168367
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