Function-on-Function Linear Regression by Signal Compression
通过信号压缩进行函数对函数线性回归
We consider functional linear regression models with a functional response and multiple functional predictors, with the goal of finding the best finite-dimensional approximation to the signal part of the response function. Defining the integrated squared correlation coefficient between a random variable and a random function, we propose to solve a penalized generalized functional eigenvalue problem, whose solutions satisfy that projections on the original predictors generate…