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Spatial functional normal mixed effect approach for curve classification

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Abstract

This paper proposes a spatial functional formulation of the normal mixed effect model for the statistical classification of spatially dependent Gaussian curves, in both parametric and state space model frameworks. Fixed effect parameters are represented in terms of a functional multiple regression model whose regression operators can change in space. Local spatial homogeneity of these operators is measured in terms of their Hilbert–Schmidt distances, leading to the classification of fixed effect curves in different groups. Assuming that the Gaussian random effect curves obey a spatial autoregressive dynamics of order one [SARH(1) dynamics], a second functional classification criterion is proposed in order to detect local spatially homogeneous patterns in the mean quadratic functional variation of Gaussian random effect curve increments. Finally, the two criteria are combined to detect local spatially homogeneous patterns in the regression operators and in the functional mean quadratic variation, under a state space approach. A real data example in the financial context is analyzed as an illustration.

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Acknowledgments

This work has been supported in part by projects MTM2012-32674 (co-funded with FEDER) of the DGI, MEC, and P09-FQM-5052 of the Andalousian CICE, Spain. We would like to thank to Professor M.J. Palacín-Sánchez from the Department of Financial Economics and Operations Management of Sevilla University, Spain for her helpful comments and assessment, as well as for facilitating the financial data set.

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Authors and Affiliations

  1. Department of Statistics and Operations Research, University of Granada, Fuente Nueva s/n, Granada, Spain

    Maria D. Ruiz-Medina & Rosa M. Espejo

  2. Department of Political Science “Jean Monnet”, Second University of Naples, Caserta, Italy

    Elvira Romano

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  1. Maria D. Ruiz-Medina
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  2. Rosa M. Espejo
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  3. Elvira Romano
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Correspondence to Maria D. Ruiz-Medina.

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Ruiz-Medina, M.D., Espejo, R.M. & Romano, E. Spatial functional normal mixed effect approach for curve classification. Adv Data Anal Classif 8, 257–285 (2014). https://doi.org/10.1007/s11634-014-0174-6

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