Functional principal component analysis of spatially correlated data

Liu, C., Ray, S. and Hooker, G. (2017) Functional principal component analysis of spatially correlated data. Statistics and Computing, 27(6), pp. 1639-1654. (doi: 10.1007/s11222-016-9708-4)

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This paper focuses on the analysis of spatially correlated functional data. We propose a parametric model for spatial correlation and the between-curve correlation is modeled by correlating functional principal component scores of the functional data. Additionally, in the sparse observation framework, we propose a novel approach of spatial principal analysis by conditional expectation to explicitly estimate spatial correlations and reconstruct individual curves. Assuming spatial stationarity, empirical spatial correlations are calculated as the ratio of eigenvalues of the smoothed covariance surface Cov (Xi(s),Xi(t))(Xi(s),Xi(t)) and cross-covariance surface Cov (Xi(s),Xj(t))(Xi(s),Xj(t)) at locations indexed by i and j. Then a anisotropy Matérn spatial correlation model is fitted to empirical correlations. Finally, principal component scores are estimated to reconstruct the sparsely observed curves. This framework can naturally accommodate arbitrary covariance structures, but there is an enormous reduction in computation if one can assume the separability of temporal and spatial components. We demonstrate the consistency of our estimates and propose hypothesis tests to examine the separability as well as the isotropy effect of spatial correlation. Using simulation studies, we show that these methods have some clear advantages over existing methods of curve reconstruction and estimation of model parameters.

Item Type:Articles
Glasgow Author(s) Enlighten ID:Ray, Professor Surajit
Authors: Liu, C., Ray, S., and Hooker, G.
Subjects:H Social Sciences > HA Statistics
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Statistics and Computing
ISSN (Online):1573-1375
Published Online:04 October 2016
Copyright Holders:Copyright © 2016 The Authors
First Published:First published in Statistics and Computing 27(6): 1639-1654
Publisher Policy:Reproduced under a Creative Commons License
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