Abstract
We consider separating and joint modelling amplitude and phase variations for functional data in an identifiable manner. To rigorously address this separability issue, we introduce the notion of α-separability upon constructing a family of α-indexed metrics. We bridge α-separability with the uniqueness of Fréchet mean, leading to the proposed adjustable combination of amplitude and phase model. The parameter α allows user-defined modelling emphasis between vertical and horizontal features and provides a novel viewpoint on the identifiability issue. We prove the consistency of the sample Fréchet mean and variance, and the proposed estimators. Our method is illustrated in simulations and COVID-19 infection rate data.
| Original language | English |
|---|---|
| Pages (from-to) | 746-771 |
| Number of pages | 26 |
| Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
| Volume | 87 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jul 1 2025 |
Keywords
- Fréchet mean
- functional data analysis
- identifiability
- joint model
- separability
- variation decomposition