Skip to content

fdars Scientific References

Curated primary paper references for fdars functional data analysis methods.
Generated offline from python/fdars/_references_map.json.
28/437 callables have at least one curated primary-paper entry.
Uncurated callables are absent; see the AI Capability Map for the full callable surface.

Coverage

28 of 437 public callables have at least one curated primary-paper entry. Remaining callables have contested attribution, no single primary paper, or are pending Phase-84 human DOI-landing-page verification. See AI Capability Map for all 437 callables.

Methods by Module

Fdata Class Methods

Ramsay, J.O., Dalzell, C.J. (1991) — Some tools for functional data analysis

Field Value
Authors Ramsay, J.O., Dalzell, C.J.
Year 1991
DOI doi:10.1111/j.2517-6161.1991.tb01844.x
URL https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/j.251...
Type journal
Status Curated

Callables implementing this method:

  • _Fdata.to_pc — Functional PCA representation of the curves (1-D only).
  • regression.fregre_lm — Scalar-on-function linear regression via FPCs.
  • regression.predict_fregre_lm — Predict new responses using a fitted functional linear model.
  • regression.fregre_cv — Cross-validated selection of number of FPC components using K-fold CV.

fdars.alignment — Elastic alignment, SRSF registration, Karcher mean, elastic FPCA

Marron, J.S., Ramsay, J.O., Sangalli, L.M., Srivastava, A. (2015) — Functional Data Analysis of Amplitude and Phase Variation

Field Value
Authors Marron, J.S., Ramsay, J.O., Sangalli, L.M., Srivastava, A.
Year 2015
DOI doi:10.1214/15-STS524
URL https://projecteuclid.org/journals/statistical-science/vo...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • alignment.alignment_quality — Comprehensive alignment quality metrics.
  • alignment.diagnose_alignment — Diagnose alignment quality for every curve after Karcher mean computation.

Srivastava, A., Wu, W., Kurtek, S., Klassen, E., Marron, J.S. (2011) — Registration of functional data using Fisher-Rao metric

Field Value
Authors Srivastava, A., Wu, W., Kurtek, S., Klassen, E., Marron, J.S.
Year 2011
URL https://arxiv.org/abs/1103.3817
Type preprint
Status Curated

Callables implementing this method:

  • alignment.karcher_mean — Karcher (Frechet) mean under the elastic metric.
  • alignment.elastic_align_pair — Pairwise elastic alignment of two curves.
  • alignment.srsf_transform — SRSF (Square Root Slope Function) transform.
  • alignment.srsf_inverse — Inverse SRSF transform.
  • alignment.elastic_distance — Elastic (Fisher-Rao) distance between two curves.
  • alignment.elastic_self_distance_matrix — Elastic self distance matrix.
  • alignment.elastic_cross_distance_matrix — Elastic cross distance matrix.
  • alignment.amplitude_distance — Amplitude distance between two curves.
  • alignment.phase_distance — Phase distance between two curves.
  • alignment.elastic_decomposition — Elastic phase-amplitude decomposition of two curves.

Cross-language implementations:

Language Package Function Confidence
Matlab fdasrvf_MATLAB multiple_align_functions low
Python fdasrsf fdawarp high
R fdasrvf multiple_align_functions high

Srivastava, A., Klassen, E.P. (2016) — Functional and Shape Data Analysis

Field Value
Authors Srivastava, A., Klassen, E.P.
Year 2016
DOI doi:10.1007/978-1-4939-4020-2
URL https://link.springer.com/book/10.1007/978-1-4939-4020-2
Type book
Status Pending DOI verification

Callables implementing this method:

  • alignment.tsrvf_transform — TSRVF (Transported SRSF) transform.
  • alignment.tsrvf_transform_with_method — TSRVF transform with configurable transport method.
  • alignment.karcher_mean_closed — Karcher mean for closed (periodic) curves.
  • alignment.elastic_align_pair_closed — Align closed (periodic) curve f2 to f1 with rotation search.

Tucker, J.D., Wu, W., Srivastava, A. (2013) — Generative models for functional data using phase and amplitude separation

Field Value
Authors Tucker, J.D., Wu, W., Srivastava, A.
Year 2013
DOI doi:10.1016/j.csda.2012.12.001
URL https://www.sciencedirect.com/science/article/abs/pii/S01...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • alignment.vert_fpca — Vertical (amplitude) FPCA on aligned data.
  • alignment.horiz_fpca — Horizontal (phase) FPCA.
  • alignment.joint_fpca — Joint (amplitude + phase) FPCA.
  • alignment.gauss_model — Generate random curves from a fitted Gaussian model on aligned data.
  • alignment.joint_gauss_model — Generate random curves from a joint Gaussian model preserving amplitude-phase correlation.

Cross-language implementations:

Language Package Function Confidence
Python fdasrsf fdavpca high
R fdasrvf jointFPCA high

Tucker, J.D., Yarger, D. (2024) — Elastic functional changepoint detection of climate impacts from localized sources

Field Value
Authors Tucker, J.D., Yarger, D.
Year 2024
DOI doi:10.1002/env.2826
URL https://onlinelibrary.wiley.com/doi/10.1002/env.2826
Type journal
Status Pending DOI verification

Callables implementing this method:

  • alignment.elastic_changepoint — Detect a distributional changepoint in a sequence of curves (elastic).

Cross-language implementations:

Language Package Function Confidence
Python fdasrsf ElasticChangePoint high
R fdasrvf elastic.changepoint high

fdars.basis — Basis representations — B-spline, Fourier, functional PCA

Eilers, P.H.C., Marx, B.D. (1996) — Flexible smoothing with B-splines and penalties

Field Value
Authors Eilers, P.H.C., Marx, B.D.
Year 1996
DOI doi:10.1214/ss/1038425655
URL https://projecteuclid.org/journals/statistical-science/vo...
Type journal
Status Curated

Callables implementing this method:

  • basis.basis_nbasis_cv — Cross-validated selection of number of basis functions.
  • basis.pspline_fit_1d — Fit P-splines to 1D functional data.
  • basis.pspline_fit_gcv — P-spline fit with GCV-selected smoothing parameter.
  • basis.smooth_basis_gcv — Smooth functional data using basis expansion with GCV.
  • basis.smooth_basis_aic — Smooth functional data using basis expansion with AIC-optimal lambda.
  • basis.fdata_to_basis_1d — Project functional data onto a B-spline or Fourier basis.
  • basis.basis_to_fdata_1d — Reconstruct functional data from basis coefficients.

Cross-language implementations:

Language Package Function Confidence
Python scikit-fda BSplineSmoother high
R mgcv s(..., bs="ps") high

fdars.classification — Functional classifiers — k-nearest neighbours, SVM, centroid-based

Cuesta-Albertos, J.A., Fraiman, R. (2009) — Impartial trimmed means for functional data

Field Value
Authors Cuesta-Albertos, J.A., Fraiman, R.
Year 2009
DOI doi:10.1007/978-3-7908-2349-3_12
URL https://link.springer.com/chapter/10.1007/978-3-7908-2349...
Type book_chapter
Status Pending DOI verification

Callables implementing this method:

  • classification.fclassif_dd — Depth-based DD-classifier for functional data.

fdars.clustering — Functional k-means, fuzzy, GMM, and elastic clustering

Bouveyron, C., Côme, E., Jacques, J. (2015) — The discriminative functional mixture model for a comparative analysis of bike sharing systems

Field Value
Authors Bouveyron, C., Côme, E., Jacques, J.
Year 2015
DOI doi:10.1214/15-AOAS861
URL https://projecteuclid.org/journals/annals-of-applied-stat...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • clustering.funfem_cluster — Fisher-EM discriminative functional clustering (FunFEM).

Cross-language implementations:

Language Package Function Confidence
R funFEM funFEM high

Bouveyron, C., Jacques, J. (2011) — Model-based clustering of time series in group-specific functional subspaces

Field Value
Authors Bouveyron, C., Jacques, J.
Year 2011
DOI doi:10.1007/s11634-011-0095-6
URL https://link.springer.com/article/10.1007/s11634-011-0095-6
Type journal
Status Pending DOI verification

Callables implementing this method:

  • clustering.gmm_cluster — GMM clustering for functional data (via basis projection).

Chiou, J.M., Li, P.L. (2007) — Functional clustering and identifying substructures of longitudinal data

Field Value
Authors Chiou, J.M., Li, P.L.
Year 2007
DOI doi:10.1111/j.1467-9868.2007.00605.x
URL https://rss.onlinelibrary.wiley.com/doi/full/10.1111/j.14...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • clustering.kmeans_fd — K-means clustering for functional data.
  • clustering.kcfc_cluster — K-means with per-cluster FPCA (KCFC) clustering for functional data.

Cross-language implementations:

Language Package Function Confidence
R fdapace kCFC high

fdars.density_fda — Density-based functional data analysis and Wasserstein distances

Agueh, M., Carlier, G. (2011) — Barycenters in the Wasserstein space

Field Value
Authors Agueh, M., Carlier, G.
Year 2011
DOI doi:10.1137/100805741
URL https://epubs.siam.org/doi/10.1137/100805741
Type journal
Status Pending DOI verification

Callables implementing this method:

  • density_fda.wasserstein_barycenter — Compute the Wasserstein Fréchet mean (barycenter) of a collection of densities.

Petersen, A., Müller, H.G. (2016) — Functional data analysis for density functions by transformation to a Hilbert space

Field Value
Authors Petersen, A., Müller, H.G.
Year 2016
DOI doi:10.1214/15-AOS1363
URL https://projecteuclid.org/journals/annals-of-statistics/v...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • density_fda.lqd_transform — Compute the log-quantile density (LQD) transform of a density function.
  • density_fda.inverse_lqd — Compute the inverse LQD transform: reconstruct a density from its LQD representation.
  • density_fda.lqd_fpca — Functional PCA of densities via the LQD transform.
  • density_fda.normalize_density — Normalize a density function to integrate to 1.

fdars.depth — Functional depth measures — Fraiman-Muniz, band, modal, random-projection

Claeskens, G., Hubert, M., Slaets, L., Vakili, K. (2014) — Multivariate functional halfspace depth

Field Value
Authors Claeskens, G., Hubert, M., Slaets, L., Vakili, K.
Year 2014
DOI doi:10.1080/01621459.2013.856795
URL https://www.tandfonline.com/doi/abs/10.1080/01621459.2013...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • depth.random_projection_deriv_1d — Random-projection depth using curves and their derivatives (RPD).

Cuevas, A., Febrero, M., Fraiman, R. (2007) — Robust estimation and classification for functional data via projection-based depth notions

Field Value
Authors Cuevas, A., Febrero, M., Fraiman, R.
Year 2007
DOI doi:10.1007/s00180-007-0053-0
URL https://link.springer.com/article/10.1007/s00180-007-0053-0
Type journal
Status Pending DOI verification

Callables implementing this method:

  • depth.modal_1d — Modal depth for 1D functional data.
  • depth.modal_2d — Modal depth for 2D functional data.
  • depth.random_projection_1d — Random projection depth for 1D functional data.
  • depth.random_projection_2d — Random projection depth for 2D functional data.
  • depth.random_tukey_1d — Random Tukey depth for 1D functional data.
  • depth.random_tukey_2d — Random Tukey depth for 2D functional data.

Unknown (n.d.) — (title pending verification)

Field Value
Authors Unknown
Year n.d.
Type journal
Status Pending DOI verification

Callables implementing this method:

  • depth.functional_spatial_1d — Functional spatial depth for 1D data.
  • depth.functional_spatial_2d — Functional spatial depth for 2D data.
  • depth.kernel_functional_spatial_1d — Kernel functional spatial depth for 1D data.
  • depth.kernel_functional_spatial_2d — Kernel functional spatial depth for 2D data.

Fraiman, R., Muniz, G. (2001) — Trimmed means for functional data

Field Value
Authors Fraiman, R., Muniz, G.
Year 2001
DOI doi:10.1007/BF02595706
URL https://link.springer.com/article/10.1007/BF02595706
Type journal
Status Curated

Callables implementing this method:

  • depth.fraiman_muniz_1d — Fraiman-Muniz depth for 1D functional data.
  • depth.fraiman_muniz_2d — Fraiman-Muniz depth for 2D functional data.
  • _Fdata.depth — Compute depth values for each observation.

Cross-language implementations:

Language Package Function Confidence
Python scikit-fda fraiman_muniz_depth high
R fda.usc depth.FM high

López-Pintado, S., Romo, J. (2009) — On the concept of depth for functional data

Field Value
Authors López-Pintado, S., Romo, J.
Year 2009
DOI doi:10.1198/jasa.2009.0108
URL https://www.tandfonline.com/doi/abs/10.1198/jasa.2009.0108
Type journal
Status Curated

Callables implementing this method:

  • depth.band_1d — Band depth for 1D functional data.
  • depth.modified_band_1d — Modified band depth for 1D functional data.

Cross-language implementations:

Language Package Function Confidence
Python scikit-fda BandDepth high
R fda.usc depth.mode high

Narisetty, N.N., Nair, V.N. (2016) — Extremal depth for functional data and applications

Field Value
Authors Narisetty, N.N., Nair, V.N.
Year 2016
DOI doi:10.1080/01621459.2015.1110033
URL https://www.tandfonline.com/doi/full/10.1080/01621459.201...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • depth.modified_epigraph_index_1d — Modified epigraph index for 1D functional data.

Sun, Y., Genton, M.G. (2011) — Functional boxplots

Field Value
Authors Sun, Y., Genton, M.G.
Year 2011
DOI doi:10.1198/jcgs.2011.09224
URL https://www.tandfonline.com/doi/abs/10.1198/jcgs.2011.09224
Type journal
Status Pending DOI verification

Callables implementing this method:

  • depth.functional_boxplot — Canonical López-Pintado–Romo depth-fence functional boxplot (numeric only).

Cross-language implementations:

Language Package Function Confidence
R fdaoutlier functional_boxplot high

fdars.famm — Functional additive mixed models (FAMM) for longitudinal data

Scheipl, F., Staicu, A.M., Greven, S. (2015) — Functional additive mixed models

Field Value
Authors Scheipl, F., Staicu, A.M., Greven, S.
Year 2015
DOI doi:10.1080/10618600.2014.901914
URL https://www.tandfonline.com/doi/abs/10.1080/10618600.2014...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • famm.dense_flmm — Fit a Functional Linear Mixed Model (FLMM) via REML-EM.
  • famm.fast_fmm — Fit a fast Functional Mixed Model (FMM) with optional Wald inference.

Cross-language implementations:

Language Package Function Confidence
R refund pfr high

Volkmann, A., Stöcker, A., Scheipl, F., Greven, S. (2023) — Multivariate functional additive mixed models

Field Value
Authors Volkmann, A., Stöcker, A., Scheipl, F., Greven, S.
Year 2023
DOI doi:10.1177/1471082X211056158
URL https://journals.sagepub.com/doi/full/10.1177/1471082X211...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • famm.multi_famm — Fit a multi-variable Functional Additive Mixed Model (multiFAMM).

fdars.fdata — Core functional data operations — mean, deriv, norm, integrate, reconstruct

Gervini, D. (2008) — Robust functional estimation using the median and spherical principal components

Field Value
Authors Gervini, D.
Year 2008
DOI doi:10.1093/biomet/asn031
URL https://academic.oup.com/biomet/article/95/3/587/217534
Type journal
Status Pending DOI verification

Callables implementing this method:

  • fdata.geometric_median_1d — Compute the geometric (L1) median of 1D functional data.
  • fdata.geometric_median_2d — Compute the geometric (L1) median of 2D functional data.
  • _Fdata.geometric_median — Compute the geometric (L1) median curve or surface.

Ramsay, J.O., Silverman, B.W. (2005) — Functional Data Analysis

Field Value
Authors Ramsay, J.O., Silverman, B.W.
Year 2005
DOI doi:10.1007/b98888
URL https://link.springer.com/book/10.1007/b98888
Type book
Status Pending DOI verification

Callables implementing this method:

  • fdata.mean_1d — Compute the pointwise mean of 1D functional data.
  • fdata.mean_2d — Compute the pointwise mean of 2D functional data.
  • fdata.functional_covariance — Compute the Bessel-corrected m×m covariance surface of 1D functional data.
  • fdata.functional_variance — Compute the Bessel-corrected pointwise variance of 1D functional data.
  • fdata.functional_std — Compute the Bessel-corrected pointwise standard deviation of 1D functional data.
  • fdata.norm_lp_1d — Compute Lp norms of 1D functional data.
  • fdata.deriv_1d — Compute numerical derivatives of 1D functional data.
  • fdata.deriv_2d — Compute numerical derivatives of 2D functional data.
  • fdata.center_1d — Center functional data by subtracting the pointwise mean.
  • fdata.trim_mean — Compute the depth-trimmed mean of 1D functional data.
  • fdata.normalize — Normalize functional data.
  • regression.fpca — Functional principal component analysis (FPCA).
  • regression.concurrent_regression — Concurrent (varying-coefficient) functional regression.
  • regression.fosr — Function-on-scalar regression (FOSR).
  • regression.fosr_fpc — Function-on-scalar regression via FPCs (FOSR-FPC).
  • regression.predict_fosr — Predict new functional responses from a fitted FOSR model.
  • simulation.sim_kl — Simulate functional data via Karhunen-Loeve expansion (low-level).
  • simulation.simulate — Simulate functional data via Karhunen-Loeve expansion.
  • simulation.eigenfunctions — Compute eigenfunctions.
  • simulation.eigenvalues — Compute eigenvalues.
  • alignment.landmark_register — Register curves to common landmark positions.
  • alignment.landmark_detect_and_register — Detect landmarks and register in one call.
  • alignment.least_squares_shift_registration — Register curves by a per-curve rigid horizontal shift (least-squares).
  • alignment.detect_landmarks — Detect landmarks (peaks, valleys, zero-crossings, inflections) in a curve.
  • _Fdata.shift_register — Register curves by a per-curve rigid horizontal shift (least-squares).

Cross-language implementations:

Language Package Function Confidence
Python scikit-fda FPCA high
R fda pca.fd high

fdars.frechet — Fréchet regression for metric-space responses

Petersen, A., Müller, H.G. (2019) — Fréchet regression for random objects with Euclidean predictors

Field Value
Authors Petersen, A., Müller, H.G.
Year 2019
DOI doi:10.1214/17-AOS1624
URL https://projecteuclid.org/journals/annals-of-statistics/v...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • frechet.frechet_global_reg — Global Fréchet linear regression for density-response functional data.
  • frechet.frechet_local_reg — Local Fréchet regression for density-response functional data.
  • frechet.frechet_mean — Fréchet mean over a metric space, dispatched by space name.
  • frechet.frechet_anova — Fréchet ANOVA: test equality of Fréchet means across groups.

fdars.fts — Functional time series — forecasting, correlation, spectral analysis

Hörmann, S., Kokoszka, P. (2010) — Weakly dependent functional data

Field Value
Authors Hörmann, S., Kokoszka, P.
Year 2010
DOI doi:10.1214/09-AOS768
URL https://projecteuclid.org/journals/annals-of-statistics/v...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • fts.functional_acf — Compute the functional autocorrelation function (ACF) with Monte Carlo bands.
  • fts.functional_pacf — Compute the functional partial autocorrelation function (PACF) with Monte Carlo bands.
  • fts.stationarity_test — Test stationarity of functional time series via permutation test.
  • fts.functional_difference — Compute the first-order functional difference (lag-1 differencing).

Hyndman, R.J., Ullah, M.S. (2007) — Robust forecasting of mortality and fertility rates: a functional data approach

Field Value
Authors Hyndman, R.J., Ullah, M.S.
Year 2007
DOI doi:10.1016/j.csda.2006.07.028
URL https://www.sciencedirect.com/science/article/abs/pii/S01...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • fts.ftsm — Fit a Functional Time Series Model (FTSM) via FPCA + Yule-Walker AR fitting.
  • fts.ftsm_forecast — Fit an FTSM and produce a single- or multi-horizon forecast (single-step variant).
  • fts.ftsm_forecast_multistep — Fit an FTSM and produce a multi-step forecast (iterative multi-step variant).
  • fts.ftsm_update — Online update of an FTSM with one or more new curves.

Cross-language implementations:

Language Package Function Confidence
R ftsa ftsm high

Panaretos, V.M., Tavakoli, S. (2013) — Fourier analysis of stationary time series in function space

Field Value
Authors Panaretos, V.M., Tavakoli, S.
Year 2013
DOI doi:10.1214/13-AOS1086
URL https://projecteuclid.org/journals/annals-of-statistics/v...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • fts.dpca — Fit Dynamic Functional Principal Components Analysis (DPCA).
  • fts.dpca_reconstruct — Fit DPCA and reconstruct the functional time series from dynamic components.
  • fts.spectral_density — Estimate the spectral density operator of a functional time series.
  • fts.long_run_covariance — Estimate the long-run covariance operator of a functional time series.

Cross-language implementations:

Language Package Function Confidence
R freqdom.fda dpca high

fdars.inference — Functional inference — two-sample tests, interval-wise testing

Cuesta-Albertos, J.A., Febrero-Bande, M. (2010) — A simple multiway ANOVA for functional data

Field Value
Authors Cuesta-Albertos, J.A., Febrero-Bande, M.
Year 2010
DOI doi:10.1007/s11749-010-0185-3
URL https://link.springer.com/article/10.1007/s11749-010-0185-3
Type journal
Status Pending DOI verification

Callables implementing this method:

  • inference.oneway_anova_vstat — One-way functional ANOVA V-statistic (asymptotic scaled-χ² test).

Cuevas, A., Febrero, M., Fraiman, R. (2004) — An ANOVA test for functional data

Field Value
Authors Cuevas, A., Febrero, M., Fraiman, R.
Year 2004
DOI doi:10.1016/j.csda.2003.10.021
URL https://www.sciencedirect.com/science/article/abs/pii/S01...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • inference.f_perm_test — Functional two-sample permutation F-test.
  • inference.t_perm_test — Functional two-sample permutation t-test.
  • inference.two_sample_mean_test — Functional two-sample mean-equality test via Hotelling-T² on a shared FPC

Cross-language implementations:

Language Package Function Confidence
R fda.usc fanova.onefactor high

Degras, D. (2011) — Simultaneous confidence bands for nonparametric regression with functional data

Field Value
Authors Degras, D.
Year 2011
DOI doi:10.5705/ss.2009.207
URL https://www3.stat.sinica.edu.tw/sstest/j21n4/J21N412/J21N...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • inference.mean_scb — Simultaneous confidence band for the mean function (Degras).
  • inference.scb_two_sample_test — Two-sample mean-equality test via a simultaneous confidence band for the
  • tolerance.scb_mean_degras — Simultaneous confidence band (Degras method).

Pini, A., Vantini, S. (2016) — The interval testing procedure: A general framework for inference in functional data analysis

Field Value
Authors Pini, A., Vantini, S.
Year 2016
DOI doi:10.1111/biom.12476
URL https://onlinelibrary.wiley.com/doi/abs/10.1111/biom.12476
Type journal
Status Pending DOI verification

Callables implementing this method:

  • inference.itp_flm — Interval-wise testing procedure for the functional linear model.
  • inference.itp_one_pop — Interval-wise testing procedure for a single functional population.
  • inference.itp_two_pop — Interval-wise testing procedure for two functional populations.

Cross-language implementations:

Language Package Function Confidence
R fdatest ITP1bspline high

fdars.metric — Functional distance and similarity metrics — L2, L1, Mahalanobis, DTW

Blondel, M., Mensch, A., Vert, J.P. (2021) — Differentiable Divergences Between Time Series

Field Value
Authors Blondel, M., Mensch, A., Vert, J.P.
Year 2021
URL https://arxiv.org/abs/2201.12484
Type conference
Status Pending DOI verification

Callables implementing this method:

  • metric.soft_dtw_div_self_1d — Soft-DTW divergence distance matrix (self) for 1D data.
  • metric.soft_dtw_div_cross_1d — Soft-DTW divergence cross distance.

Cuturi, M. (2011) — Fast global alignment kernels

Field Value
Authors Cuturi, M.
Year 2011
DOI doi:10.5555/3104482.3104599
URL https://dl.acm.org/doi/10.5555/3104482.3104599
Type conference
Status Pending DOI verification

Callables implementing this method:

  • metric.gak — Global Alignment Kernel between two 1-D time series.
  • metric.gak_gram_matrix — Global Alignment Kernel Gram matrix (one-shot, symmetric).
  • metric.gak_gram_train — Fit a GAK Gram handle for incremental train/predict computation.
  • metric.gak_gram_predict — Compute the GAK Gram matrix between new data and the training set.
  • metric.sigma_gak — Heuristic GAK bandwidth: median pairwise Euclidean distance, floored at 1e-8.
  • metric.PyGakGramTrain — Opaque handle wrapping fdars-core GakGramTrain for incremental GAK Gram computation.

Cross-language implementations:

Language Package Function Confidence
Python tslearn gak high
R dtwclust GAK high

Cuturi, M., Blondel, M. (2017) — Soft-DTW: a differentiable loss function for time-series

Field Value
Authors Cuturi, M., Blondel, M.
Year 2017
URL https://proceedings.mlr.press/v70/cuturi17a.html
Type conference
Status Curated

Callables implementing this method:

  • metric.soft_dtw_self_1d — Soft-DTW distance matrix (self) for 1D data.
  • metric.soft_dtw_cross_1d — Soft-DTW cross distance for 1D data.

Cross-language implementations:

Language Package Function Confidence
Python tslearn soft_dtw high

Sakoe, H., Chiba, S. (1978) — Dynamic programming algorithm optimization for spoken word recognition

Field Value
Authors Sakoe, H., Chiba, S.
Year 1978
DOI doi:10.1109/TASSP.1978.1163055
URL https://ieeexplore.ieee.org/document/1163055
Type journal
Status Pending DOI verification

Callables implementing this method:

  • metric.dtw_self_1d — DTW distance matrix (self) for 1D data.
  • metric.dtw_cross_1d — DTW cross distance for 1D data.

Cross-language implementations:

Language Package Function Confidence
Python tslearn dtw high
R dtw dtw high

fdars.outliers — Functional outlier detection — depth-based, magnitude, shape outliers

Arribas-Gil, A., Romo, J. (2014) — Shape outlier detection and visualization for functional data: the outliergram

Field Value
Authors Arribas-Gil, A., Romo, J.
Year 2014
DOI doi:10.1093/biostatistics/kxu006
URL https://academic.oup.com/biostatistics/article/15/4/603/2...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • outliers.outliergram — Outliergram (MEI vs MBD plot).

Dai, W., Genton, M.G. (2019) — Directional outlyingness for multivariate functional data

Field Value
Authors Dai, W., Genton, M.G.
Year 2019
DOI doi:10.1016/j.csda.2018.03.017
URL https://www.sciencedirect.com/science/article/abs/pii/S01...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • outliers.magnitude_shape — Magnitude-shape outlyingness.
  • outliers.muod — MUOD (Massive Unsupervised Outlier Detection) for functional data.

Cross-language implementations:

Language Package Function Confidence
R fdaoutlier msplot high

Febrero, M., Galeano, P., González-Manteiga, W. (2008) — Outlier detection in functional data by depth measures with application to identify abnormal NOx levels

Field Value
Authors Febrero, M., Galeano, P., González-Manteiga, W.
Year 2008
DOI doi:10.1002/env.878
URL https://onlinelibrary.wiley.com/doi/abs/10.1002/env.878
Type journal
Status Pending DOI verification

Callables implementing this method:

  • outliers.detect_outliers_lrt — LRT-based outlier detection with bootstrap.
  • outliers.detect_outliers_lrt_with_dist — LRT-based outlier detection with bootstrap (returns threshold and null distribution).

Cross-language implementations:

Language Package Function Confidence
R fda.usc foutliers high

fdars.pace_fpca — PACE: Principal Analysis by Conditional Expectation for sparse data

Yao, F., Müller, H.G., Wang, J.L. (2005) — Functional data analysis for sparse longitudinal data

Field Value
Authors Yao, F., Müller, H.G., Wang, J.L.
Year 2005
DOI doi:10.1198/016214504000001745
URL https://www.tandfonline.com/doi/abs/10.1198/0162145040000...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • pace_fpca.pace_fpca — Run PACE FPCA on irregular/sparse functional data.
  • pace_fpca.irreg_fdata_from_lists — Build an IrregFdata handle from two Python lists of ragged 1-D arrays.
  • pace_fpca.PyIrregFdata — Opaque handle wrapping fdars-core IrregFdata for irregular/sparse functional data.

Cross-language implementations:

Language Package Function Confidence
Matlab PACE FPCA low
Python scikit-fda FPCA high
R fdapace PACE high

fdars.regression — Functional regression — scalar-on-function, function-on-scalar, GLM

Ferraty, F., Vieu, P. (2006) — Nonparametric Functional Data Analysis

Field Value
Authors Ferraty, F., Vieu, P.
Year 2006
DOI doi:10.1007/0-387-36620-2
URL https://link.springer.com/book/10.1007/0-387-36620-2
Type book
Status Pending DOI verification

Callables implementing this method:

  • regression.fregre_np — Nonparametric kernel regression for functional data (from distance matrix).
  • regression.fregre_np_cv — Cross-validated bandwidth selection for nonparametric functional regression.
  • regression.fregre_np_mixed — Nonparametric functional regression mixing functional and scalar predictors.
  • classification.fclassif_kernel — Kernel classification for functional data.
  • classification.kernel_classify_from_distances — Kernel classification from a precomputed functional distance matrix.

Müller, H.G., Stadtmüller, U. (2005) — Generalized functional linear models

Field Value
Authors Müller, H.G., Stadtmüller, U.
Year 2005
DOI doi:10.1214/009053604000001156
URL https://projecteuclid.org/journals/annals-of-statistics/v...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • regression.functional_logistic — Functional logistic regression.
  • regression.functional_glm — Functional generalised linear model (GLM) via FPC scores.
  • regression.predict_functional_logistic — Predict probabilities for new data using a fitted functional logistic model.

Cross-language implementations:

Language Package Function Confidence
R fda.usc fregre.glm high

Preda, C., Saporta, G. (2005) — PLS regression on a stochastic process

Field Value
Authors Preda, C., Saporta, G.
Year 2005
DOI doi:10.1016/j.csda.2004.07.002
URL https://www.sciencedirect.com/science/article/abs/pii/S01...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • regression.fpls — Functional PLS (Partial Least Squares).
  • regression.fregre_pls — Scalar-on-function PLS regression.
  • regression.predict_fregre_pls — Predict new responses using a fitted PLS regression.
  • fts.fplsr — Functional Partial Least Squares Regression (fPLSR) one-step-ahead forecast.

fdars.shapelet — Functional shapelets — pattern-based classification and feature learning

Ye, L., Keogh, E. (2009) — Time series shapelets: a new primitive for data mining

Field Value
Authors Ye, L., Keogh, E.
Year 2009
DOI doi:10.1145/1557019.1557122
URL https://dl.acm.org/doi/10.1145/1557019.1557122
Type conference
Status Pending DOI verification

Callables implementing this method:

  • shapelet.discover_shapelets — Discover shapelets in labeled functional data and return a summary dict.
  • shapelet.shapelet_transform_fit — Fit a shapelet transform on labeled functional data.
  • shapelet.shapelet_transform — Apply a fitted shapelet transform to new functional data.
  • shapelet.shapelet_distance — Compute the shapelet distance between a z-normalized shapelet and a series.
  • shapelet.shapelet_classifier_fit — Fit a shapelet-based classifier on labeled functional data.
  • shapelet.PyShapeletFit — Opaque handle wrapping fdars-core ShapeletTransformFit.
  • shapelet.PyShapeletClassifierFit — Opaque handle wrapping fdars-core ShapeletClassifierFit.

Cross-language implementations:

Language Package Function Confidence
Python sktime ShapeletTransform high

fdars.smoothing — Functional smoothing — kernel, basis, and roughness-penalised methods

Craven, P., Wahba, G. (1979) — Smoothing noisy data with spline functions

Field Value
Authors Craven, P., Wahba, G.
Year 1979
DOI doi:10.1007/BF01404567
URL https://link.springer.com/article/10.1007/BF01404567
Type journal
Status Pending DOI verification

Callables implementing this method:

  • smoothing.gcv_smoother — GCV score for a kernel smoother.
  • smoothing.optim_bandwidth — Optimal bandwidth selection via cross-validation.

Nadaraya, E.A., Watson, G.S. (1964) — (title pending verification)

Field Value
Authors Nadaraya, E.A., Watson, G.S.
Year 1964
Type journal
Status Pending DOI verification

Callables implementing this method:

  • smoothing.nadaraya_watson — Nadaraya-Watson kernel smoother.

fdars.spm — Statistical process monitoring — T2, SPE, control charts

Happ, C., Greven, S. (2018) — Multivariate functional principal component analysis for data observed on different (dimensional) domains

Field Value
Authors Happ, C., Greven, S.
Year 2018
DOI doi:10.1080/01621459.2016.1273115
URL https://www.tandfonline.com/doi/abs/10.1080/01621459.2016...
Type journal
Status Pending DOI verification

Callables implementing this method:

  • spm.mfpca — Multivariate Functional Principal Component Analysis (MFPCA).
  • multi_fdata.PyMultiFunData — Opaque handle wrapping fdars-core MultiFunData for multi-domain functional data.
  • multi_fdata.multi_fdata_from_components — Build a PyMultiFunData handle from lists of 2-D data arrays and 1-D argvals vectors.

Cross-language implementations:

Language Package Function Confidence
R MFPCA MFPCA high