An official website of the United States government
We develop tests of normality for time series of functions. The tests are related to the commonly used Jarque–Bera test. The assumption of normality has played an important role in many methodological and theoretical developments in the field of functional data analysis. Yet, no inferential procedures to verify it have been proposed so far, even for i.i.d. functions. We propose several approaches which handle two paramount challenges: (i) the unknown temporal dependence structure and (ii) the estimation of the optimal finite-dimensional projection space.We evaluate the tests via simulations and establish their large sample validity under general conditions. We obtain useful insights by applying them to pollution and intraday price curves. While the pollution curves can be treated as normal, the normality of high-frequency price curves is rejected.
more »
« less
Tests of Normality of Functional Data
Summary The paper is concerned with testing normality in samples of curves and error curves estimated from functional regression models. We propose a general paradigm based on the application of multivariate normality tests to vectors of functional principal components scores. We examine finite sample performance of a number of such tests and select the best performing tests. We apply them to several extensively used functional data sets and determine which can be treated as normal, possibly after a suitable transformation. We also offer practical guidance on software implementations of all tests we study and develop large sample justification for tests based on sample skewness and kurtosis of functional principal component scores.
more »
« less
- PAR ID:
- 10455097
- Publisher / Repository:
- Wiley-Blackwell
- Date Published:
- Journal Name:
- International Statistical Review
- Volume:
- 88
- Issue:
- 3
- ISSN:
- 0306-7734
- Page Range / eLocation ID:
- p. 677-697
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Abstract Quantifying the association between components of multivariate random curves is of general interest and is a ubiquitous and basic problem that can be addressed with functional data analysis. An important application is the problem of assessing functional connectivity based on functional magnetic resonance imaging (fMRI), where one aims to determine the similarity of fMRI time courses that are recorded on anatomically separated brain regions. In the functional brain connectivity literature, the static temporal Pearson correlation has been the prevailing measure for functional connectivity. However, recent research has revealed temporally changing patterns of functional connectivity, leading to the study of dynamic functional connectivity. This motivates new similarity measures for pairs of random curves that reflect the dynamic features of functional similarity. Specifically, we introduce gradient synchronization measures in a general setting. These similarity measures are based on the concordance and discordance of the gradients between paired smooth random functions. Asymptotic normality of the proposed estimates is obtained under regularity conditions. We illustrate the proposed synchronization measures via simulations and an application to resting-state fMRI signals from the Alzheimer’s Disease Neuroimaging Initiative and they are found to improve discrimination between subjects with different disease status.more » « less
-
We propose a broad class of models for time series of curves (functions) that can be used to quantify near long‐range dependence or near unit root behavior. We establish fundamental properties of these models and rates of consistency for the sample mean function and the sample covariance operator. The latter plays a role analogous to sample cross‐covariances for multivariate time series, but is far more important in the functional setting because its eigenfunctions are used in principal component analysis, which is a major tool in functional data analysis. It is used for dimension reduction of feature extraction. We also establish a central limit theorem for functions following our model. Both the consistency rates and the normalizations in the Central Limit Theorem (CLT) are nonstandard. They reflect the local unit root behavior and the long memory structure at moderate lags.more » « less
-
Abstract Periodic variability in active galactic nuclei (AGNs) is a promising method for studying subparsec supermassive black hole binaries (SMBHBs), which are a challenging detection target. While extensive searches have been made in the optical, X-ray, and gamma-ray bands, systematic infrared (IR) studies remain limited. Using data from the Wide-field Infrared Survey Explorer (WISE), which provides unique decade-long mid-IR light curves with a six-month cadence, we have conducted the first systematic search for SMBHB candidates based on IR periodicity. Analyzing a parent sample of 48,932 objects selected from about half a million AGNs, we have identified 28 candidate periodic AGNs with periods ranging from 1268 to 2437 days (in the observer frame), by fitting their WISE light curves with sinusoidal functions. However, our mock simulation of the parent sample indicates that stochastic variability can actually produce a similar number of periodic sources, underscoring the difficulty in robustly identifying real periodic signals with WISE light curves, given their current sampling. Notably, we find no overlap between our sample and optical periodic sources, which can be explained by a distinct preference for certain periods due to selection bias. By combining archived data from different surveys, we have identified a candidate exhibiting periodic behavior in both the optical and IR bands, a phenomenon that warrants further validation through observational tests. Our results highlight the potential of IR time-domain surveys, including future missions such as the Nancy Grace Roman Space Telescope, for identifying periodic AGNs, but complementary tests are still needed to determine their physical origins, such as SMBHBs.more » « less
-
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take as our starting point traditional nonparametric tests, which require no distributional assumption (e.g., normality) about the data distribution. We present private analogues of the Kruskal-Wallis, Mann-Whitney, and Wilcoxon signed-rank tests, as well as the parametric one-sample t-test. These tests use novel test statistics developed specifically for the private setting. We compare our tests to prior work, both on parametric and nonparametric tests. We find that in all cases our new nonparametric tests achieve large improvements in statistical power, even when the assumptions of parametric tests are met.more » « less
