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Anticipated and Adaptive Prediction in Functional Discriminant Analysis

Abstract : Linear discriminant analysis with binary response is considered whenthe predictor is a functional random variableX={Xt,t∈[0,T]},T∈R. Motivatedby a food industry problem, we develop a methodology to anticipate the predictionby determining the smallestT∗,T∗≤T, such thatX∗={Xt,t∈[0,T∗]}andXgive similar predictions. The adaptive prediction concerns the observation of anew curveωon [0,T∗(ω)] instead of [0,T] and answers to the question ”How longshould we observeω(T∗(ω) =?) for having the same prediction as on [0,T] ?”. Weanswer to this question by defining a conservation measure with respect to the classthe new curve is predicted.
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Cristian Preda, Gilbert Saporta, Mohamed Hadj Mbarek. Anticipated and Adaptive Prediction in Functional Discriminant Analysis. COMPSTAT'2010, 19th International Conference on Computational Statistics, Aug 2010, Paris, France. pp.189-198. ⟨hal-01125761⟩



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