A new methodology based on functional principal component analysis to study postural stability post-stroke

Data with spatio-temporal structure can arise in many contexts, therefore a considerable interest in modelling these data has been generated, but the complexity of spatio-temporal models, together with the size of the dataset, results in a challenging task. The modelization is even more complex in presence of multivariate data. Since some modelling problems are more natural to think through in functional terms, even if only a finite number of observations is available, treating the data as functional can be useful (Berrendero et al. in Comput Stat Data Anal 55:2619–2634, 2011). Although in Ramsay and Silverman (Functional data analysis, 2nd edn. Springer, New York, 2005) the case of multivariate functional data is also contemplated, they do not cope with more than one dimension (only time is considered as covariate) in the domain of the considered functions. In estimating functional data through smoothing methods, a proper framework for incorporating space-time structures can be found in the generalized additive models (GAM), while classical dimension reduction techniques for functional data lead to functional principal component analysis (FPCA). In a previous work Ruggieri et al. (J Appl Stat 40(4):795–807, 2013) extended temporal FPCA, that is FPCA on data modelled as functions of the one-dimensional time, to multivariate (more than one variable, in our case pollutants) context. In this paper the computational aspects of FPCA are extended to more than one dimension: space (long, lat) and/or space-time; moreover, multidimensional (spatial, spatio-temporal) FPCA is extended to multivariate case. In order to provide a generalization of FPCA to multidimensional (spatio-temporal) and simultaneously multivariate data, we link GAM models together with the approach proposed by Ramsay and Silverman (2005). The paper describes all the computational details useful to implement this approach, while its effectiveness will be shown by a multivariate spatio-temporal environmental dataset, whose structure is actually very common in literature.

BackgroundDSC is used to determine thermally-induced conformational changes of biomolecules within a blood plasma sample. Recent research has indicated that DSC curves (or thermograms) may have different characteristics based on disease status and, thus, may be useful as a monitoring and diagnostic tool for some diseases. Since thermograms are curves measured over a range of temperature values, they are considered functional data. In this paper we apply functional data analysis techniques to analyze differential scanning calorimetry (DSC) data from individuals from the Lupus Family Registry and Repository (LFRR). The aim was to assess the effect of lupus disease status as well as additional covariates on the thermogram profiles, and use FD analysis methods to create models for classifying lupus vs. control patients on the basis of the thermogram curves.MethodsThermograms were collected for 300 lupus patients and 300 controls without lupus who were matched with diseased individuals based on sex, race, and age. First, functional regression with a functional response (DSC) and categorical predictor (disease status) was used to determine how thermogram curve structure varied according to disease status and other covariates including sex, race, and year of birth. Next, functional logistic regression with disease status as the response and functional principal component analysis (FPCA) scores as the predictors was used to model the effect of thermogram structure on disease status prediction. The prediction accuracy for patients with Osteoarthritis and Rheumatoid Arthritis but without Lupus was also calculated to determine the ability of the classifier to differentiate between Lupus and other diseases. Data were divided 1000 times into separate 2/3 training and 1/3 test data for evaluation of predictions. Finally, derivatives of thermogram curves were included in the models to determine whether they aided in prediction of disease status.ResultsFunctional regression with thermogram as a functional response and disease status as predictor showed a clear separation in thermogram curve structure between cases and controls. The logistic regression model with FPCA scores as the predictors gave the most accurate results with a mean 79.22% correct classification rate with a mean sensitivity = 79.70%, and specificity = 81.48%. The model correctly classified OA and RA patients without Lupus as controls at a rate of 75.92% on average with a mean sensitivity = 79.70% and specificity = 77.6%. Regression models including FPCA scores for derivative curves did not perform as well, nor did regression models including covariates.ConclusionChanges in thermograms observed in the disease state likely reflect covalent modifications of plasma proteins or changes in large protein-protein interacting networks resulting in the stabilization of plasma proteins towards thermal denaturation. By relating functional principal components from thermograms to disease status, our Functional Principal Component Analysis model provides results that are more easily interpretable compared to prior studies. Further, the model could also potentially be coupled with other biomarkers to improve diagnostic classification for lupus.

PurposeThe purpose of this paper is to analyze and forecast the Chinese term structure of interest rates using functional principal component analysis (FPCA).Design/methodology/approachThe authors propose an FPCA-K model using FPCA. The forecasting of the yield curve is based on modeling functional principal component (FPC) scores as standard scalar time series models. The authors evaluate the out-of-sample forecast performance using the root mean square and mean absolute errors.FindingsMonthly yield data from January 2002 to December 2016 are used in this paper. The authors find that in the full sample, the first two FPCs account for 98.68 percent of the total variation in the yield curve. The authors then construct an FPCA-K model using the leading principal components. The authors find that the FPCA-K model compares favorably with the functional signal plus noise model, the dynamic Nelson-Siegel models and the random walk model in the out-of-sample forecasting.Practical implicationsThe authors propose a functional approach to analyzing and forecasting the yield curve, which effectively utilizes the smoothness assumption and conveniently addresses the missing-data issue.Originality/valueTo the best knowledge, the authors are the first to use FPCA in the modeling and forecasting of yield curves.

Penalized PCA approaches for B-spline expansions of smooth functional data

In this paper, we introduce a computational framework for recovering a high-resolution approximation of an unknown function from its low-resolution indirect measurements as well as high-resolution training observations by merging the frameworks of generalized sampling and functional principal component analysis. In particular, we increase the signal resolution via a data-driven approach, which models the function of interest as a realization of a random field and leverages a training set of observations generated via the same underlying random process. We study the performance of the resulting estimation procedure and show that high-resolution recovery is indeed possible provided appropriate low rank and angle conditions hold and provided the training set is sufficiently large relative to the desired resolution. Moreover, we show that the size of the training set can be reduced by leveraging sparse representations of the functional principal components. Furthermore, the effectiveness of the proposed reconstruction procedure is illustrated by various numerical examples.

In typical functional connectivity studies, connections between voxels or regions in the brain are represented as edges in a network. Networks for different subjects are constructed at a given graph density and are summarized by some network measure such as path length. Examining these summary measures for many density values yields samples of connectivity curves, one for each individual. This has led to the adoption of basic tools of functional data analysis, most commonly to compare control and disease groups through the average curves in each group. Such group differences, however, neglect the variability in the sample of connectivity curves. In this article, the use of functional principal component analysis (FPCA) is demonstrated to enrich functional connectivity studies by providing increased power and flexibility for statistical inference. Specifically, individual connectivity curves are related to individual characteristics such as age and measures of cognitive function, thus providing a tool to relate brain connectivity with these variables at the individual level. This individual level analysis opens a new perspective that goes beyond previous group level comparisons. Using a large data set of resting-state functional magnetic resonance imaging scans, relationships between connectivity and two measures of cognitive function-episodic memory and executive function-were investigated. The group-based approach was implemented by dichotomizing the continuous cognitive variable and testing for group differences, resulting in no statistically significant findings. To demonstrate the new approach, FPCA was implemented, followed by linear regression models with cognitive scores as responses, identifying significant associations of connectivity in the right middle temporal region with both cognitive scores.

Quantitative CT Imaging Analysis for Chronic Lung Allograft Dysfunction in Single Lung Transplant Recipients

We consider modeling and analysis of functional data arising in method comparison studies. The observed data consist of repeated measurements of a continuous variable obtained using multiple methods of measurement on a sample of subjects. The data are treated as multivariate functional data that are observed with noise at a common set of discrete time points which may vary from subject to subject. The proposed methodology uses functional principal components analysis within the framework of a mixed-effects model to represent the observations in terms of a small number of method-specific principal components. Two approaches for estimating the unknowns in the model, both adaptations of general techniques developed for multivariate functional principal components analysis, are presented. Bootstrapping is employed to get estimates of bias and covariance matrix of model parameter estimates. These in turn are used to compute confidence intervals for parameters and functions thereof, such as the measures of similarity and agreement between the measurement methods, that are necessary for data analysis. The estimation approaches are evaluated using simulation. The methodology is illustrated by analyzing two datasets.

Dimensionality Reduction (DR) which tries to discover low-dimensional feature representation embedded into the high-dimensional observations are significant for data visualization and data preprocessing. However, most DR models are designed for vector-valued data while only few of them are for functional data where samples are considered as continuous data such as curves or surfaces compared to discrete vector-valued data. Motivated by Functional Principal Component Analysis (FPCA), which generalizes the idea of Principal Component Analysis (PCA) to the Hilbert space of square-integrable functions, in this paper we propose Functional Locality Preserving Projection (FLPP), where classic Locality Preserving Projection (LPP) is extended for functional data analysis. Different from FPCA which only focuses on the global structure, FLPP could preserve local manifold structure embedded into the functional data, thus FLPP is capable of dealing with noise data. Experimental results on both synthetic data and real-world data verify that FLPP outperforms FPCA and typical LPP.

Functional principal component analysis (FPCA) is a commonly used nonparametric degradation modeling technique. A basic requirement of FPCA is that different units must share the same scale in X-axis. A FPCA-based degradation modeling method has been specially designed for truncated degradation signals whose amplitudes are truncated at the failure threshold. This method formulates the degradation time as a function of state level by axis rotation. Since the degradation signals of different units are truncated at the same failure threshold level, the axis rotation strategy ensures the same scale in X-axis. However, in cases of noisy signals, one state level may correspond to multiple time points, which means that the time function depending on state level does not exist. In addition, this method assumes that the noise term as well as the functional principal component (FPC) scores follow the Gaussian distribution, which restricts the flexibility in real practice. Aiming at the above two issues, this paper develops a new degradation modeling method based on the FPCA. The proposed method formulates the degradation model on the definition of first pass time (FPT), which ensures the existence of the time function depending on state level. The noise term and the FPC scores are not restricted to the Gaussian distribution. A particle filtering based updating algorithm is developed to deal with the non-Gaussian state estimation issue of the FPC scores according to the online condition monitoring signals. The effectiveness of the proposed method is verified using an experiment of milling cutter wear.

Significant demographic phenomena can be observed in Poland – the number of school age population is decreasing. It affects higher education since the immediate effect of demographic changes is the drop in the number of students. The analysis of the level of future students’ knowledge also remains an important aspect of the problem. The purpose of the article is to compare the level of knowledge presented by students at the subsequent stages of education in the period 2009-2015. The research covers the average exam results received on graduation from the second, third and fourth stage of education. Functional principal component analysis, which is based on functional data, will be applied in the study. This method allows an analysis of dynamic data.

We propose an international yield curve predictive model, where common factors are identified using the common functional principal component (CFPC) method that enables a comparison of the variation patterns across different economies with heterogeneous covariances. The dynamics of the international yield curves are further forecasted based on the data-driven common factors in an autoregression framework. For the 1-day ahead out-of-sample forecasts of the US, Sterling, Euro and Japanese yield curve from 07 April 2014 to 06 April 2015, the CFPC factor model is compared with an alternative factor model based on the functional principal component analysis.

Functional principal component analysis (FPCA) has been widely used to capture major modes of variation and reduce dimensions in functional data analysis. However, standard FPCA based on the sample covariance estimator does not work well if the data exhibits heavy-tailedness or outliers. To address this challenge, a new robust FPCA approach based on a functional pairwise spatial sign (PASS) operator, termed PASS FPCA, is introduced. We propose robust estimation procedures for eigenfunctions and eigenvalues. Theoretical properties of the PASS operator are established, showing that it adopts the same eigenfunctions as the standard covariance operator and also allows recovering ratios between eigenvalues. We also extend the proposed procedure to handle functional data measured with noise. Compared to existing robust FPCA approaches, the proposed PASS FPCA requires weaker distributional assumptions to conserve the eigenspace of the covariance function. Specifically, existing work are often built upon a class of functional elliptical distributions, which requires inherently symmetry. In contrast, we introduce a class of distributions called the weakly functional coordinate symmetry (weakly FCS), which allows for severe asymmetry and is much more flexible than the functional elliptical distribution family. The robustness of the PASS FPCA is demonstrated via extensive simulation studies, especially its advantages in scenarios with nonelliptical distributions. The proposed method was motivated by and applied to analysis of accelerometry data from the Objective Physical Activity and Cardiovascular Health Study, a large-scale epidemiological study to investigate the relationship between objectively measured physical activity and cardiovascular health among olderwomen.

formula omitted]-type smoothing spline estimators for principal functions

Functional principal component analysis (FPCA) has played an important role in the development of functional time series analysis. This note investigates how FPCA can be used to analyze cointegrated functional time series and proposes a modification of FPCA as a novel statistical tool. Our modified FPCA not only provides an asymptotically more efficient estimator of the cointegrating vectors, but also leads to novel FPCA‐based tests for examining essential properties of cointegrated functional time series.