Dynamic Multivariate Functional Data Modeling via Sparse Subspace Learning

11 Apr 2018Chen ZhangHao YanSeungho LeeJianjun Shi

Multivariate functional data from a complex system are naturally high-dimensional and have complex cross-correlation structure. The complexity of data structure can be observed as that (1) some functions are strongly correlated with similar features, while some others may have almost no cross-correlations with quite diverse features; and (2) the cross-correlation structure may also change over time due to the system evolution... (read more)

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