Statistics and Computing

, Volume 26, Issue 5, pp 945–950

Maximal autocorrelation functions in functional data analysis

Article

DOI: 10.1007/s11222-015-9582-5

Cite this article as:
Hooker, G. & Roberts, S. Stat Comput (2016) 26: 945. doi:10.1007/s11222-015-9582-5
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Abstract

This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-express a functional subspace in terms of directions of decreasing smoothness as represented by a generalized smoothing metric. The rotation can be implemented simply and we show on two examples that this rotation can improve the interpretability of the leading components.

Keywords

Factor rotation Functional data  Interpretability  Principal components analysis 

Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Department of Biological Statistics and Computational BiologyCornell UniversityIthacaUSA
  2. 2.Research School of Finance, Actuarial Studies and Applied StatisticsAustralian National UniversityCanberraAustralia

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