Geostatistical analysis of functional data

Functional data analysis concerns with statistical modeling of random variables taking values in a space of functions (functional variables), Several standard statistical techniques such as regression, ANOVA or principal components, among others, have been considered from a functional point of view. In general, these methodologies are focused on independent and identically distributed functional variables. However, in several disciplines of applied sciences there exists an increasing interest in modeling correlated functional data. In particular in most of them the modeling of spatially correlated functional data is of interest. This is the topic treated here. Specifically this work concerns with spatial prediction of curves when we dispose of a sample of curves collected at sites of a region with spatial continuity. Four methods for doing spatial prediction of functional data are developed. Initially, we propose a predictor having the same form as the classical kriging predictor, but considering curves instead of one-dimensional data. The other predictors arise from adaptations of functional linear models for functional response to the case of spatially correlated functional data. One the one hand, we define a predictor which is a combination of kriging and the functional linear point-wise (concurrent) model. On the other hand, we use the functional linear total model for extending two classical multivariable geostatistical methods to the functional context. The first predictor is defined in terms of scalar parameters. In the remaining cases the predictors involves functional parameters. We adapt an optimization criterion used in multivariable spatial prediction in order to estimate scalar and functional parameters involved in the predictors proposed. In all cases a non-parametric approach based on expansion in terms of basis functions is used for getting curves from discrete data. The number of basis functions is chosen by cross-validation. The methodologies proposed are illustrated by analyzing three real data sets corresponding to curves of penetration resistance and temperature which are functions of depth and time, respectively.

[1]  J. Mateu,et al.  Ordinary kriging for function-valued spatial data , 2011, Environmental and Ecological Statistics.

[2]  Jorge Mateu,et al.  Continuous Time-Varying Kriging for Spatial Prediction of Functional Data: An Environmental Application , 2010 .

[3]  Jorge Mateu,et al.  Statistics for spatial functional data: some recent contributions , 2009 .

[4]  Jorge Mateu,et al.  Statistics for spatial functional data , 2008 .

[5]  B. Mallick,et al.  Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis , 2008, Biometrics.

[6]  Mariano J. Valderrama,et al.  An overview to modelling functional data , 2007, Comput. Stat..

[7]  Pedro Delicado,et al.  Functional k-sample problem when data are density functions , 2007, Comput. Stat..

[8]  Pedro Francisco Delicado Useros,et al.  Geostatistics for functional data: an ordinary kriging approach , 2007 .

[9]  María Dolores Ruiz-Medina,et al.  Kalman filtering from POP-based diagonalization of ARH(1) , 2007, Comput. Stat. Data Anal..

[10]  Wenceslao González-Manteiga,et al.  Statistics for Functional Data , 2007, Comput. Stat. Data Anal..

[11]  P. Diggle,et al.  Model‐based geostatistics , 2007 .

[12]  Mark B. Peoples,et al.  Agronomic consequences of tractor wheel compaction on a clay soil , 2006 .

[13]  M. P. E. Carvalho,et al.  Produtividade do milho relacionada com a resistência mecânica à penetração do solo sob preparo convencional , 2006 .

[14]  Ho-Jin Lee,et al.  Functional data analysis: classification and regression , 2005 .

[15]  L. Wasserman All of Nonparametric Statistics , 2005 .

[16]  Christian P. Robert,et al.  Monte Carlo Statistical Methods , 2005, Springer Texts in Statistics.

[17]  Ricardo Fraiman,et al.  An anova test for functional data , 2004, Comput. Stat. Data Anal..

[18]  Jorge Mateu,et al.  Spatiotemporal modeling and prediction of solar radiation , 2003 .

[19]  J. Beran Time series analysis , 2003 .

[20]  J. Ramsay,et al.  The historical functional linear model , 2003 .

[21]  S. De Iaco,et al.  Space-time variograms and a functional form for total air pollution measurements , 2002, Comput. Stat. Data Anal..

[22]  T. Gneiting Nonseparable, Stationary Covariance Functions for Space–Time Data , 2002 .

[23]  Christopher T. Lowenkamp,et al.  Conflict Theory, Economic Conditions, and Homicide , 2002 .

[24]  R. Dutter,et al.  New directions in geostatistics , 2000 .

[25]  P. Delfiner,et al.  Geostatistics , 2000, Technometrics.

[26]  Timothy C. Coburn,et al.  Geostatistics for Natural Resources Evaluation , 2000, Technometrics.

[27]  James O. Ramsay,et al.  Functional Components of Variation in Handwriting , 2000 .

[28]  P. Sarda,et al.  Functional linear model , 1999 .

[29]  Phaedon C. Kyriakidis,et al.  Geostatistical Space–Time Models: A Review , 1999 .

[30]  Michael L. Stein,et al.  Interpolation of spatial data , 1999 .

[31]  James S. Walker,et al.  A Primer on Wavelets and Their Scientific Applications , 1999 .

[32]  Roger Bivand,et al.  Geographically Weighted Regression , 1998 .

[33]  J. Simonoff Smoothing Methods in Statistics , 1998 .

[34]  Alfred Stein,et al.  Analysis of space–time variability in agriculture and the environment with geostatistics , 1998 .

[35]  B. Kedem,et al.  Bayesian Prediction of Transformed Gaussian Random Fields , 1997 .

[36]  J. Ramsay,et al.  Functional Data Analysis , 1997 .

[37]  Bernard W. Silverman,et al.  Incorporating parametric effects into functional principal components analysis , 1995 .

[38]  M. Stein,et al.  A Bayesian analysis of kriging , 1993 .

[39]  B. Silverman,et al.  Canonical correlation analysis when the data are curves. , 1993 .

[40]  Emmanuel Ifeachor,et al.  Digital Signal Processing: A Practical Approach , 1993 .

[41]  Noel A Cressie,et al.  Multivariable spatial prediction , 1993 .

[42]  Denis Marcotte,et al.  The multivariate (co)variogram as a spatial weighting function in classification methods , 1992 .

[43]  Donald E. Myers,et al.  Interpolation and estimation with spatially located data , 1991 .

[44]  J. Ramsay,et al.  Some Tools for Functional Data Analysis , 1991 .

[45]  D. Myers,et al.  Problems in space-time kriging of geohydrological data , 1990 .

[46]  Anne Lohrli Chapman and Hall , 1985 .

[47]  D. Myers Matrix formulation of co-kriging , 1982 .

[48]  Pascal Monestiez,et al.  A Cokriging Method for Spatial Functional Data with Applications in Oceanology , 2008 .

[49]  P. Guttorp,et al.  Geostatistical Space-Time Models, Stationarity, Separability, and Full Symmetry , 2007 .

[50]  D. Stanley Canada's maritime provinces , 2002 .

[51]  S. Fotheringham,et al.  Geographically weighted regression - Modelling spatial non-stationarity , 1998 .

[52]  S. Mallat A wavelet tour of signal processing , 1998 .

[53]  J. Ramsay Estimating smooth monotone functions , 1998 .

[54]  Noel A Cressie,et al.  Non-point-source pollution of surface waters over a watershed , 1997 .

[55]  Patrick Bogaert,et al.  Comparison of kriging techniques in a space-time context , 1996 .

[56]  M. Voltz,et al.  Geostatistical Interpolation of Curves: A Case Study in Soil Science , 1993 .

[57]  M. C. Jones,et al.  Spline Smoothing and Nonparametric Regression. , 1989 .

[58]  Shahrokh Rouhani,et al.  Space-Time Kriging of Groundwater Data , 1989 .

[59]  Deville Méthodes statistiques et numériques de l'analyse harmonique , 1974 .