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Spatial Principal Component Analysis and Moran Statistics for Multivariate Functional Areal Data
Dharini Pathmanathan, Issa-Mbenard Dabo, Tzung Hsuen Khoo +2
The paper introduces a multivariate functional areal spatial principal component analysis (mfasPCA) framework, together with multivariate functional Moran's I statistics, to enable…
Generalized dynamic functional principal component analysis
Tzung Hsuen Khoo, Issa-Mbenard Dabo, Dharini Pathmanathan +1
In this paper, we explore dimension reduction for functional time series. We propose a generalized dynamic functional principal component analysis (GDFPCA) which does not rely on s…
Functional regression with randomized signatures: An application to age-specific mortality rates
Zhong Jing Yap, Dharini Pathmanathan, Sophie Dabo-Niang
We propose a novel extension of the Hyndman-Ullah (HU) model to forecast mortality rates by integrating randomized signatures, referred to as the HU model with randomized signature…
Forecasting mortality rates with functional signatures
Zhong Jing Yap, Dharini Pathmanathan, Sophie Dabo-Niang
This study introduces an innovative methodology for mortality forecasting, which integrates signature-based methods within the functional data framework of the Hyndman-Ullah (HU) m…