no code implementations • 24 Jun 2023 • Hossein Haghbin, Yue Zhao, Mehdi Maadooliat
Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data.
no code implementations • 26 Nov 2020 • Jordan Trinka, Hossein Haghbin, Mehdi Maadooliat
In this paper, we propose two nonparametric methods used in the forecasting of functional time-dependent data, namely functional singular spectrum analysis recurrent forecasting and vector forecasting.
no code implementations • 6 Jun 2020 • Jordan Trinka, Hossein Haghbin, Mehdi Maadooliat
In this work, we develop multivariate functional singular spectrum analysis (MFSSA) over different dimensional domains which is the functional extension of multivariate singular spectrum analysis (MSSA).