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functional data analysis using the square root slope framework

Project description

fdasrsf: Elastic Functional Data Analysis in Python

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fdasrsf

A python package for functional data analysis using the square root slope framework and curves using the square root velocity framework which performs pair-wise and group-wise alignment as well as modeling using functional component analysis and regression.

Installation


v2.6.1 is on pip and can be installed using

pip install fdasrsf

or conda

conda install -c conda-forge fdasrsf

To install the most up to date version on github

pip install -e .

please see requirements for a list of packages fdasrsf depends on


Documentation

The documentation is available at fdasrsf-python.readthedocs.io/en/latest, which includes detailed information of the different modules, classes and methods of the package, along with several examples showing different functionalities.


Contributions

All contributions are welcome. You can help this project be better by reporting issues, bugs, or forking the repo and creating a pull request.


License

The package is licensed under the BSD 3-Clause License. A copy of the license can be found along with the code.


References

See references below on methods implemented in this package, some of the papers can be found at this website

Tucker, J. D. 2014, Functional Component Analysis and Regression using Elastic Methods. Ph.D. Thesis, Florida State University.

Robinson, D. T. 2012, Function Data Analysis and Partial Shape Matching in the Square Root Velocity Framework. Ph.D. Thesis, Florida State University.

Huang, W. 2014, Optimization Algorithms on Riemannian Manifolds with Applications. Ph.D. Thesis, Florida State University.

Srivastava, A., Wu, W., Kurtek, S., Klassen, E. and Marron, J. S. (2011). Registration of Functional Data Using Fisher-Rao Metric. arXiv:1103.3817v2 [math.ST].

Tucker, J. D., Wu, W. and Srivastava, A. (2013). Generative models for functional data using phase and amplitude separation. Computational Statistics and Data Analysis 61, 50-66.

J. D. Tucker, W. Wu, and A. Srivastava, "Phase-Amplitude Separation of Proteomics Data Using Extended Fisher-Rao Metric," Electronic Journal of Statistics, Vol 8, no. 2. pp 1724-1733, 2014.

J. D. Tucker, W. Wu, and A. Srivastava, "Analysis of signals under compositional noise With applications to SONAR data," IEEE Journal of Oceanic Engineering, Vol 29, no. 2. pp 318-330, Apr 2014.

Srivastava, A., Klassen, E., Joshi, S., Jermyn, I., (2011). Shape analysis of elastic curves in euclidean spaces. Pattern Analysis and Machine Intelligence, IEEE Transactions on 33 (7), 1415-1428.

S. Kurtek, A. Srivastava, and W. Wu. Signal estimation under random time-warpings and nonlinear signal alignment. In Proceedings of Neural Information Processing Systems (NIPS), 2011.

Wen Huang, Kyle A. Gallivan, Anuj Srivastava, Pierre-Antoine Absil. "Riemannian Optimization for Elastic Shape Analysis", Short version, The 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014).

Cheng, W., Dryden, I. L., and Huang, X. (2016). Bayesian registration of functions and curves. Bayesian Analysis, 11(2), 447-475.

W. Xie, S. Kurtek, K. Bharath, and Y. Sun, A geometric approach to visualization of variability in functional data, Journal of American Statistical Association 112 (2017), pp. 979-993.

Lu, Y., R. Herbei, and S. Kurtek, 2017: Bayesian registration of functions with a Gaussian process prior. Journal of Computational and Graphical Statistics, 26, no. 4, 894–904.

Lee, S. and S. Jung, 2017: Combined analysis of amplitude and phase variations in functional data. arXiv:1603.01775 [stat.ME], 1–21.

J. D. Tucker, J. R. Lewis, and A. Srivastava, “Elastic Functional Principal Component Regression,” Statistical Analysis and Data Mining, vol. 12, no. 2, pp. 101-115, 2019.

J. D. Tucker, J. R. Lewis, C. King, and S. Kurtek, “A Geometric Approach for Computing Tolerance Bounds for Elastic Functional Data,” Journal of Applied Statistics, 10.1080/02664763.2019.1645818, 2019.

T. Harris, J. D. Tucker, B. Li, and L. Shand, "Elastic depths for detecting shape anomalies in functional data," Technometrics, 10.1080/00401706.2020.1811156, 2020.

M. K. Ahn, J. D. Tucker, W. Wu, and A. Srivastava. “Regression Models Using Shapes of Functions as Predictors” Computational Statistics and Data Analysis, 10.1016/j.csda.2020.107017, 2020.

J. D. Tucker, L. Shand, and K. Chowdhary. “Multimodal Bayesian Registration of Noisy Functions using Hamiltonian Monte Carlo”, Computational Statistics and Data Analysis, accepted, 2021.

Q. Xie, S. Kurtek, E. Klassen, G. E. Christensen and A. Srivastava. Metric-based pairwise and multiple image registration. IEEE European Conference on Computer Vision (ECCV), September, 2014

X. Zhang, S. Kurtek, O. Chkrebtii, and J. D. Tucker, “Elastic k-means clustering of functional data for posterior exploration, with an application to inference on acute respiratory infection dynamics”, arXiv:2011.12397 [stat.ME], 2020.

J. D. Tucker and D. Yarger, “Elastic Functional Changepoint Detection of Climate Impacts from Localized Sources”, Envirometrics, 10.1002/env.2826, 2023.

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