Spatial depth-based classification for functional data

We enlarge the number of available functional depths by introducing the kernelized functional spatial depth (KFSD). KFSD is a local-oriented and kernel-based version of the recently proposed functional spatial depth (FSD) that may be useful for studying functional samples that require an analysis at a local level. In addition, we consider supervised functional classification problems, focusing on cases in which the differences between groups are not extremely clear-cut or the data may contain outlying curves. We perform classification by means of some available robust methods that involve the use of a given functional depth, including FSD and KFSD, among others. We use the functional k-nearest neighbor classifier as a benchmark procedure. The results of a simulation study indicate that the KFSD-based classification approach leads to good results. Finally, we consider two real classification problems, obtaining results that are consistent with the findings observed with simulated curves.

[1]  Manuel Febrero-Bande,et al.  Statistical Computing in Functional Data Analysis: The R Package fda.usc , 2012 .

[2]  Piotr Kokoszka,et al.  Inference for Functional Data with Applications , 2012 .

[3]  Nadia L. Kudraszow,et al.  Uniform consistency of kNN regressors for functional variables , 2013 .

[4]  B. M. Brown,et al.  Statistical Uses of the Spatial Median , 1983 .

[5]  Ricardo Fraiman,et al.  Robust estimation and classification for functional data via projection-based depth notions , 2007, Comput. Stat..

[6]  Peter Hall,et al.  A Functional Data—Analytic Approach to Signal Discrimination , 2001, Technometrics.

[7]  R. Serfling,et al.  General notions of statistical depth function , 2000 .

[8]  P. Chaudhuri On a geometric notion of quantiles for multivariate data , 1996 .

[9]  R. Serfling A Depth Function and a Scale Curve Based on Spatial Quantiles , 2002 .

[10]  Juan Romo,et al.  Depth-based classification for functional data , 2005, Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications.

[11]  Ricardo Fraiman,et al.  On depth measures and dual statistics. A methodology for dealing with general data , 2009, J. Multivar. Anal..

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

[13]  Y. Dodge on Statistical data analysis based on the L1-norm and related methods , 1987 .

[14]  John R Fieberg,et al.  Estimating Population Abundance Using Sightability Models: R SightabilityModel Package , 2012 .

[15]  Gareth M. James,et al.  Functional linear discriminant analysis for irregularly sampled curves , 2001 .

[16]  Regina Y. Liu On a Notion of Data Depth Based on Random Simplices , 1990 .

[17]  Brian D. Marx,et al.  Generalized Linear Regression on Sampled Signals and Curves: A P-Spline Approach , 1999, Technometrics.

[18]  Regina Y. Liu,et al.  Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications, Proceedings of a DIMACS Workshop, New Brunswick, New Jersey, USA, May 14-16, 2003 , 2006, Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications.

[19]  Irene Epifanio,et al.  Shape Descriptors for Classification of Functional Data , 2008, Technometrics.

[20]  R. Tibshirani,et al.  Penalized Discriminant Analysis , 1995 .

[21]  P. Zitt,et al.  Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm , 2011, 1101.4316.

[22]  J. Romo,et al.  On the Concept of Depth for Functional Data , 2009 .

[23]  Frédéric Ferraty,et al.  Curves discrimination: a nonparametric functional approach , 2003, Comput. Stat. Data Anal..

[24]  James O. Ramsay,et al.  Functional Data Analysis , 2005 .

[25]  Arnaud Guyader,et al.  Nearest neighbor classification in infinite dimension , 2006 .

[26]  P. Vieu,et al.  k-Nearest Neighbour method in functional nonparametric regression , 2009 .

[27]  Yixin Chen,et al.  Outlier Detection with the Kernelized Spatial Depth Function , 2009, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[28]  D. Nychka,et al.  Exact fast computation of band depth for large functional datasets: How quickly can one million curves be ranked? , 2012 .

[29]  Ricardo Fraiman,et al.  On the use of the bootstrap for estimating functions with functional data , 2006, Comput. Stat. Data Anal..

[30]  R. Fraiman,et al.  Trimmed means for functional data , 2001 .

[31]  Probal Chaudhuri,et al.  On data depth in infinite dimensional spaces , 2014, 1402.2775.

[32]  Florentina Bunea,et al.  Functional classification in Hilbert spaces , 2005, IEEE Transactions on Information Theory.

[33]  Robert Serfling,et al.  Depth functions in nonparametric multivariate inference , 2003, Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications.

[34]  M. Febrero,et al.  Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels , 2008 .

[35]  Alicia Nieto-Reyes,et al.  The random Tukey depth , 2007, Comput. Stat. Data Anal..