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2004-12-20Masterarbeit DOI: 10.18452/14022
Functional Principal ComponentsAnalysis,Implementation and Applications
dc.contributor.advisorRönz, Bernd
dc.contributor.advisorHärdle, Wolfgang
dc.contributor.authorBenko, Michael
dc.date.accessioned2017-06-18T02:03:33Z
dc.date.available2017-06-18T02:03:33Z
dc.date.created2006-03-14
dc.date.issued2004-12-20
dc.identifier.urihttp://edoc.hu-berlin.de/18452/14674
dc.description.abstractThis master thesis discusses selected topics of Functional Data Analysis (FDA). FDA deals with the random variables (and process) with realizations in the (smooth) functional space. The first part of this thesis introduces the basic assumptions, notation and ideas of FDA, here we will mainly focus on the functional basis approach. The second chapter deals with the one of the most popular FDA technique – Functional Principal Components Analysis (FPCA). FPCA is the functional analogue of the well known dimension reduction technique in the multivariate statistical analysis – search for the (pairwise orthogonal) linear transformations of the random vector with the maximal variance. In the second part of this thesis we discuss the k-sample problem in the framework of the FPCA. As the starting point we use the Common Principal Components Modelling in the multivariate statistical analysis. Apart from these theoretical considerations, the second main result of this thesis is the implementation of discussed FDA techniques in the statistical computing environment XploRe. Here we focus on the statistical macros (quantlets), graphical and plotting tools of functional data analysis.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectFunctional Data Analysiseng
dc.subjectRegularizationeng
dc.subjectPrincipal Components Analysiseng
dc.subjectStatistical Softwareeng
dc.subject.ddc310 Statistik
dc.subject.ddc330 Wirtschaft
dc.titleFunctional Principal ComponentsAnalysis,Implementation and Applications
dc.typemasterThesis
dc.identifier.urnurn:nbn:de:kobv:11-10060297
dc.identifier.doihttp://dx.doi.org/10.18452/14022
dc.subject.dnb17 Wirtschaft
local.edoc.pages68
local.edoc.type-nameMasterarbeit
local.edoc.institutionWirtschaftswissenschaftliche Fakultät

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