STA4501H: Functional Data Analysis and Related Topics

Functional data analysis (FDA) has received substantial attention in recent years, with applications arising from various disciplines, such as engineering, public health, finance, etc. In general, the FDA approaches focus on nonparametric underlying models that often assume the data are observed from realizations of stochastic processes with smooth trajectories. This course will cover general issues in functional data analysis, such as functional principal component analysis, functional regression models, curve clustering, and classification. An introduction to smoothing methods will also be included at the beginning of class to provide a basic view of nonparametric regression (kernel and spline types) and serve as the basis of FDA approaches. The course will involve some computing and data analysis using R or matlab.

0.25
In Class