Model-based clustering for multivariate functional data

Julien Jacques (1) , Cristian Preda (1)

1 MODAL - MOdel for Data Analysis and Learning

This paper proposes the first model-based clustering algorithm for multivariate functional data. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, {based on the assumption of normality of the principal components}, is defined and estimated by an EM-like algorithm. The main advantage of the proposed model is its ability to take into account the dependence among curves. Results on simulated and real datasets show the efficiency of the proposed method.

Mots clés: Multivariate functional data; density approximation; model-based clustering; multivariate functional principal component analysis; EM algorithm

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Julien Jacques, Cristian Preda. Model-based clustering for multivariate functional data. Computational Statistics and Data Analysis, 2014, 71, pp.92-106. ⟨10.1016/j.csda.2012.12.004⟩. ⟨hal-00713334v2⟩