Functional Data

Functional data analysis concerns methods to analyse data that are naturally viewed as taking values in infinite dimensional function spaces. Examples include data that can be imagined as curves or surfaces. A general object of this type is termed a functional data object. When functional data are observed sequentially over time, they are referred to as functional time series. Usually the data that are available in this setting are discrete measurements of such objects from which the full functional data objects must be reconstructed or estimated using curve fitting techniques. In some cases the functional data objects are fully observable on the domain on which they are defined, for instance when they represent probability densities or other summary functions.