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PCR and PLS for Clusterwise Regression on Functional Data

Cristian Preda 1 Gilbert Saporta 2
1 MODAL - MOdel for Data Analysis and Learning
Inria Lille - Nord Europe, LPP - Laboratoire Paul Painlevé - UMR 8524, CERIM - Santé publique : épidémiologie et qualité des soins-EA 2694, Polytech Lille - École polytechnique universitaire de Lille, Université de Lille, Sciences et Technologies
2 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage
CEDRIC - Centre d'études et de recherche en informatique et communications
Abstract : Clusterwise regression is applied to functional data, using PCR and PLS as regularization methods for the functional linear regression model.We compare these two approaches on simulated data as well as on stock exchange data.
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Cristian Preda, Gilbert Saporta. PCR and PLS for Clusterwise Regression on Functional Data. Springer. Selected Contributions in Data Analysis and Classification, pp.589-598, 2007, 978-3-540-73558-8. ⟨hal-01125361⟩

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