Additive prediction and boosting for functional data

Additive model and estimates for regression problems involving functional data are proposed. The impact of the additive methodology for analyzing datasets involving various functional covariates is underlined by comparing its predictive power with those of standard (i.e. non additive) nonparametric functional regression methods. The comparison is made both from a theoretical point of view, and from a real environmental functional dataset. As a by-product, the method is also used for boosting nonparametric functional data analysis even in situations where a single functional covariate is observed. A second functional dataset, coming from spectrometric analysis, illustrates the interest of this functional boosting procedure.

[1]  B. Silverman,et al.  Functional Data Analysis , 1997 .

[2]  Jeng-Min Chiou,et al.  Diagnostics for functional regression via residual processes , 2007, Comput. Stat. Data Anal..

[3]  J. Lafferty,et al.  Rodeo: Sparse, greedy nonparametric regression , 2008, 0803.1709.

[4]  Philippe Vieu,et al.  Semi-functional partial linear regression , 2006 .

[5]  Michael G. Schimek,et al.  Smoothing and Regression: Approaches, Computation, and Application , 2000 .

[6]  William G. Cochran,et al.  Contributions to statistics , 1983 .

[7]  Jaroslaw Harezlak,et al.  Penalized solutions to functional regression problems , 2007, Comput. Stat. Data Anal..

[8]  Philippe Vieu,et al.  Maximum ozone concentration forecasting by functional non‐parametric approaches , 2004 .

[9]  Pascal Sarda,et al.  Conditional quantiles with functional covariates: an application to ozone pollution forecasting , 2004 .

[10]  C. J. Stone,et al.  Additive Regression and Other Nonparametric Models , 1985 .

[11]  Sophie Dabo-Niang,et al.  Functional and operatorial statistics , 2008 .

[12]  Frédéric Ferraty,et al.  Nonparametric models for functional data, with application in regression, time series prediction and curve discrimination , 2004 .

[13]  Ana M. Aguilera,et al.  Functional PLS logit regression model , 2007, Comput. Stat. Data Anal..

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

[15]  Belén Fernández de Castro,et al.  Functional Samples and Bootstrap for Predicting Sulfur Dioxide Levels , 2005, Technometrics.

[16]  B. Peter BOOSTING FOR HIGH-DIMENSIONAL LINEAR MODELS , 2006 .

[17]  Fang Yao,et al.  Functional Additive Models , 2008 .

[18]  J Q Shi,et al.  Gaussian Process Functional Regression Modeling for Batch Data , 2007, Biometrics.

[19]  Pascal Sarda,et al.  Smoothing splines estimators in functional linear regression with errors-in-variables , 2007, Comput. Stat. Data Anal..

[20]  P. Vieu,et al.  Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics) , 2006 .

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

[22]  P. Vieu,et al.  NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS , 2007 .

[23]  Y. Freund,et al.  Discussion of the Paper \additive Logistic Regression: a Statistical View of Boosting" By , 2000 .

[24]  Nicole Kraemer Boosting for Functional Data , 2006 .

[25]  Frédéric Ferraty,et al.  Nonparametric Functional Data Analysis: Theory and Practice (Springer Series in Statistics) , 2006 .