Simultaneous inference for misaligned multivariate functional data

Niels Aske Lundtorp Olsen, Bo Markussen, Lars Lau Raket

2 Citations (Scopus)

Abstract

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. We introduce a class of generally applicable models where warping effects are modelled through non-linear transformation of latent Gaussian variables and systematic shape differences are modelled by Gaussian processes. To model cross-covariance between sample co-ordinates we propose a class of low dimensional cross-covariance structures that are suitable for modelling multivariate functional data. We present a method for doing maximum likelihood estimation in the models and apply the method to three data sets. The first data set is from a motion tracking system where the spatial positions of a large number of body markers are tracked in three dimensions over time. The second data set consists of longitudinal height and weight measurements for Danish boys. The third data set consists of three-dimensional spatial hand paths from a controlled obstacle avoidance experiment. We use the method to estimate the cross-covariance structure and use a classification set-up to demonstrate that the method outperforms state of the art methods for handling misaligned curve data.

Original languageEnglish
JournalJournal of the Royal Statistical Society. Series C: Applied Statistics
Volume67
Issue number5
Pages (from-to)1147-1176
ISSN0035-9254
DOIs
Publication statusPublished - 1 Nov 2018

Keywords

  • Curve alignment
  • Functional data analysis
  • Non-linear mixed effects models
  • Template estimation

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