TY - JOUR
T1 - Multinomial functional regression with wavelets and LASSO penalization
AU - Mousavi, Seyed Nourollah
AU - Sørensen, Helle
PY - 2017/1/1
Y1 - 2017/1/1
N2 - A classification problem with a functional predictor is studied, and it is suggested to use a multinomial functional regression (MFR) model for the analysis. The discrete wavelet transform and LASSO penalization are combined for estimation, and the fitted model is used for classification of new curves with unknown class membership. The MFR approach is applied to two datasets, one regarding lameness detection for horses and another regarding speech recognition. In the applications, as well as in a simulation study, the performance of the MFR approach is compared to that of other methods for supervised classification of functional data, and MFR performs as well or better than the other methods.
AB - A classification problem with a functional predictor is studied, and it is suggested to use a multinomial functional regression (MFR) model for the analysis. The discrete wavelet transform and LASSO penalization are combined for estimation, and the fitted model is used for classification of new curves with unknown class membership. The MFR approach is applied to two datasets, one regarding lameness detection for horses and another regarding speech recognition. In the applications, as well as in a simulation study, the performance of the MFR approach is compared to that of other methods for supervised classification of functional data, and MFR performs as well or better than the other methods.
U2 - 10.1016/j.ecosta.2016.09.005
DO - 10.1016/j.ecosta.2016.09.005
M3 - Journal article
SN - 2452-3062
VL - 150–166
JO - Econometrics and Statistics
JF - Econometrics and Statistics
ER -