Department of Statistics, UCLA
Principal Component Analysis of a Finite Number of Curves
- Author(s): Jan de Leeuw
- et al.
We introduce and discuss Principal Component Analysis (FPCA) of curves, using only relatively simple matrix algebra and optimization results. Diﬀerent loss functions, and various ways to impose constraints on the solution, are also discussed. The techniques are applied ﬁrst to some theoretical examples involving smooth curves, and subsequently to a data set with one year of hourly ozone measurements in Lebec, Kern County, California. R code for all functions, tables, and ﬁgures is included for reproducibility.