Biometrical Letters

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Volume 50 Number 2 pp. 95-105

Mirosław Krzyśko 1, Łukasz Waszak 1

1Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614Poznań, Poland

Canonical correlation analysis for functional data

Summary

Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions.

Keywords: functional data, orthonormal basis, stochastic processes, canonical correlation analysis
https://content.sciendo.com/downloadpdf/journals/bile/50/2/article-p95.pdf Full text available in Adobe Acrobat format

DOI: 10.2478/bile-2013-0020

For citation:

MLA Krzyśko, Mirosław, and Łukasz Waszak. "Canonical correlation analysis for functional data." Biometrical Letters 50.2 (2013): 95-105. DOI: 10.2478/bile-2013-0020
APA Krzyśko, M., & Waszak, . (2013). Canonical correlation analysis for functional data. Biometrical Letters 50(2), 95-105 DOI: 10.2478/bile-2013-0020
ISO 690 KRZYśKO, Mirosław, WASZAK, Łukasz. Canonical correlation analysis for functional data. Biometrical Letters, 2013, 50.2: 95-105. DOI: 10.2478/bile-2013-0020