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A geometric approach for computing tolerance bounds for elastic functional data

机译:用于计算弹性功能数据的容差界的几何方法

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摘要

We develop a method for constructing tolerance bounds for functional data with random warping variability. In particular, we define a generative, probabilistic model for the amplitude and phase components of such observations, which parsimoniously characterizes variability in the baseline data. Based on the proposed model, we define two different types of tolerance bounds that are able to measure both types of variability, and as a result, identify when the data has gone beyond the bounds of amplitude and/or phase. The first functional tolerance bounds are computed via a bootstrap procedure on the geometric space of amplitude and phase functions. The second functional tolerance bounds utilize functional Principal Component Analysis to construct a tolerance factor. This work is motivated by two main applications: process control and disease monitoring. The problem of statistical analysis and modeling of functional data in process control is important in determining when a production has moved beyond a baseline. Similarly, in biomedical applications, doctors use long, approximately periodic signals (such as the electrocardiogram) to diagnose and monitor diseases. In this context, it is desirable to identify abnormalities in these signals. We additionally consider a simulated example to assess our approach and compare it to two existing methods.
机译:我们开发了一种用随机翘曲可变性构建功能数据的公差界限的方法。特别地,我们为这些观察结果的幅度和相位分量定义了一种生成的概率模型,这使得基线数据中的变异性地表示了变异性。基于所提出的模型,我们定义了两种不同类型的公差界,能够测量两种类型的可变性,因此确定数据超出幅度和/或阶段的范围时。通过幅度和相位函数的几何空间上的引导程序计算第一功能公差界限。第二功能公差界限利用功能主成分分析来构建公差因子。这项工作受到两个主要应用的动机:过程控制和疾病监测。过程控制中功能数据统计分析和建模的问题在确定何时超出基线时的确定是重要的。同样,在生物医学应用中,医生使用长时间的大约周期性信号(例如心电图)来诊断和监测疾病。在这种情况下,希望识别这些信号中的异常。我们还考虑了一个模拟示例来评估我们的方法并将其与两个现有方法进行比较。

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