<p>A useful approach to exploratory functional data analysis is to work in the lower-dimensional principal component space rather than in the original functional data space. I demonstrate this approach by finding anomalies in age-specific US mortality rates between 1933 and 2022. The same approach can be employed for many other standard data analysis tasks and has the advantage that it allows immediate use of the vast array of multivariate data analysis tools that already exist, rather than having to develop new tools for functional data.</p>

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Comments on: Exploratory functional data analysis

  • Rob J. Hyndman

摘要

A useful approach to exploratory functional data analysis is to work in the lower-dimensional principal component space rather than in the original functional data space. I demonstrate this approach by finding anomalies in age-specific US mortality rates between 1933 and 2022. The same approach can be employed for many other standard data analysis tasks and has the advantage that it allows immediate use of the vast array of multivariate data analysis tools that already exist, rather than having to develop new tools for functional data.