Dynamic functional principal components

In this presentation, I shall talk about S. Hofmann and L. Kidzinski's research paper, entitled Dynamic functional principal components. The paper has been published in Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 77, Issue 2, March 2015, Pages 319–348: http://onlinelibrary.wiley.com/doi/10.1111/rssb.12076/full

I shall introduce some basic background knowledge rather than discussing mathematical equations in the paper. Especially, I shall talk about the idea of Functional Principal Components, of Dynamic Principal Components, and how these two methods are combined together to be used in analysing time series data in this paper.

Date: 02/12/2016
Time: 16:00
Location: LB252

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