作者wanting0605 (小雨)
看板NCTU-STAT98G
标题[演讲] 6/9(五) 统研所专题演讲
时间Thu Jun 9 21:33:46 2011
题 目:Functional Prediction of Longitudinal Data
主讲人:丘政民教授(中研院统计所)
时 间:100年6月10日(星期五)上午10:40-11:30
(上午10:20-10:40茶会於交大统计所429室举行)
地 点:交大综合一馆427室
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Abstract
We discuss a functional prediction problem where one aims to predict yet
unobserved trajectories, given partial information available up to now. The
prediction is considered in the circumstances that one already observed a
sample of stochastic processes and the underlying random functions are
heterogeneously distributed. Concerning the heterogeneity characteristics of
the sample data, we consider probabilistic functional clustering based on
subspace projection coupled with a discriminative approach, assuming that the
random trajectories are sampled from a mixture of stochastic processes. A
functional linear regression model in conjunction with functional
discrimination is further developed for the prediction. The methods are
illustrated throughout an application to traffic flow analysis.
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