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The Depth of Functional Data.
Nagy, Stanislav ; Hlubinka, Daniel (advisor) ; Omelka, Marek (referee)
The depth function (functional) is a modern nonparametric statistical analysis tool for (finite-dimensional) data with lots of practical applications. In the present work we focus on the possibilities of the extension of the depth concept onto a functional data case. In the case of finite-dimensional functional data the isomorphism between the functional space and the finite-dimensional Euclidean space will be utilized in order to introduce the induced functional data depths. A theorem about induced depths' properties will be proven and on several examples the possibilities and restraints of it's practical applications will be shown. Moreover, we describe and demonstrate the advantages and disadvantages of the established depth functionals used in the literature (Fraiman-Muniz depths and band depths). In order to facilitate the outcoming drawbacks of known depths, we propose new, K-band depth based on the inference extension from continuous to smooth functions. Several important properties of the K-band depth will be derived. On a final supervised classification simulation study the reasonability of practical use of the new approach will be shown. As a conclusion, the computational complexity of all presented depth functionals will be compared.
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Cluster analysis for functional data
Zemanová, Barbora ; Komárek, Arnošt (advisor) ; Hušková, Marie (referee)
In this work we deal with cluster analysis for functional data. Functional data contain a set of subjects that are characterized by repeated measurements of a variable. Based on these measurements we want to split the subjects into groups (clusters). The subjects in a single cluster should be similar and differ from subjects in the other clusters. The first approach we use is the reduction of data dimension followed by the clustering method K-means. The second approach is to use a finite mixture of normal linear mixed models. We estimate parameters of the model by maximum likelihood using the EM algorithm. Throughout the work we apply all described procedures to real meteorological data.
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Functional data analysis
Jurica, Tomáš ; Hlávka, Zdeněk (advisor) ; Hlubinka, Daniel (referee)
The aim of the master thesis is to review of reconstruction techniques of func- tional data and existing one-way functional ANOVA (FANOVA) tests. Specif- ically, the work deals with L2 -norm based and F-type mean functions equality tests, L2 -norm based covariance functions equality tests and tests for distri- bution equality. Furthermore, for each type of the test, it is introduced test based on reconstructed functional data, using orthornormal basis functions of L2 space. Finally, simulation study was conducted for comparing properties of tests using orthonormal basis representation of functional data and tests applied on non-reconstructed data. 1
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Statistical Depth for Functional Data
Nagy, Stanislav ; Hlubinka, Daniel (advisor) ; Claeskens, Gerda (referee) ; Hušková, Marie (referee)
Statistical data depth is a nonparametric tool applicable to multivariate datasets in an attempt to generalize quantiles to complex data such as random vectors, random functions, or distributions on manifolds and graphs. The main idea is, for a general multivariate space M, to assign to a point x ∈ M and a probability distribution P on M a number D(x; P) ∈ [0, 1] characterizing how "centrally located" x is with respect to P. A point maximizing D(·; P) is then a generalization of the median to M-valued data, and the locus of points whose depth value is greater than a certain threshold constitutes the inner depth-quantile region corresponding to P. In this work, we focus on data depth designed for infinite-dimensional spaces M and functional data. Initially, a review of depth functionals available in the literature is given. The emphasis of the exposition is put on the unification of these diverse concepts from the theoretical point of view. It is shown that most of the established depths fall into the general framework of projection-driven functionals of either integrated, or infimal type. Based on the proposed methodology, characteristics and theoretical properties of all these depths can be evaluated simultaneously. The first part of the work is devoted to the investigation of these theoretical properties,...
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Cluster analysis for functional data
Zemanová, Barbora ; Komárek, Arnošt (advisor) ; Hušková, Marie (referee)
In this work we deal with cluster analysis for functional data. Functional data contain a set of subjects that are characterized by repeated measurements of a variable. Based on these measurements we want to split the subjects into groups (clusters). The subjects in a single cluster should be similar and differ from subjects in the other clusters. The first approach we use is the reduction of data dimension followed by the clustering method K-means. The second approach is to use a finite mixture of normal linear mixed models. We estimate parameters of the model by maximum likelihood using the EM algorithm. Throughout the work we apply all described procedures to real meteorological data.
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The Depth of Functional Data.
Nagy, Stanislav ; Hlubinka, Daniel (advisor) ; Omelka, Marek (referee)
The depth function (functional) is a modern nonparametric statistical analysis tool for (finite-dimensional) data with lots of practical applications. In the present work we focus on the possibilities of the extension of the depth concept onto a functional data case. In the case of finite-dimensional functional data the isomorphism between the functional space and the finite-dimensional Euclidean space will be utilized in order to introduce the induced functional data depths. A theorem about induced depths' properties will be proven and on several examples the possibilities and restraints of it's practical applications will be shown. Moreover, we describe and demonstrate the advantages and disadvantages of the established depth functionals used in the literature (Fraiman-Muniz depths and band depths). In order to facilitate the outcoming drawbacks of known depths, we propose new, K-band depth based on the inference extension from continuous to smooth functions. Several important properties of the K-band depth will be derived. On a final supervised classification simulation study the reasonability of practical use of the new approach will be shown. As a conclusion, the computational complexity of all presented depth functionals will be compared.
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