Multivariate functional data present theoretical and practical complications that are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are subject to mutual time warping. That is, the component processes exhibit a common shape but are subject to systematic phase variation across their domains in addition to subject‐specific time warping, where each subject has its own internal clock. This motivates a novel model for multivariate functional data that connect such mutual time warping to a latent‐deformation‐based framework by exploiting a novel time‐warping separability assumption. This separability assumption allows for meaningful interpretation and dimension reduction. The resulting latent deformation model is shown to be well suited to represent commonly encountered functional vector data. The proposed approach combines a random amplitude factor for each component with population‐based registration across the components of a multivariate functional data vector and includes a latent population function, which corresponds to a common underlying trajectory. We propose estimators for all components of the model, enabling implementation of the proposed data‐based representation for multivariate functional data and downstream analyses such as Fréchet regression. Rates of convergence are established when curves are fully observed or observed with measurement error. The usefulness of the model, interpretations, and practical aspects are illustrated in simulations and with application to multivariate human growth curves and multivariate environmental pollution data.
Multivariate functional data are becoming ubiquitous with advances in modern technology and are substantially more complex than univariate functional data. We propose and study a novel model for multivariate functional data where the component processes are subject to mutual time warping. That is, the component processes exhibit a similar shape but are subject to systematic phase variation across their time domains. To address this previously unconsidered mode of warping, we propose new registration methodology that is based on a shift‐warping model. Our method differs from all existing registration methods for functional data in a fundamental way. Namely, instead of focusing on the traditional approach to warping, where one aims to recover individual‐specific registration, we focus on shift registration across the components of a multivariate functional data vector on a population‐wide level. Our proposed estimates for these shifts are identifiable, enjoy parametric rates of convergence, and often have intuitive physical interpretations, all in contrast to traditional curve‐specific registration approaches. We demonstrate the implementation and interpretation of the proposed method by applying our methodology to the Zürich Longitudinal Growth data and study its finite sample properties in simulations.
more » « less- Award ID(s):
- 2014626
- NSF-PAR ID:
- 10449823
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Biometrics
- Volume:
- 77
- Issue:
- 3
- ISSN:
- 0006-341X
- Format(s):
- Medium: X Size: p. 839-851
- Size(s):
- ["p. 839-851"]
- Sponsoring Org:
- National Science Foundation
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