Spring 2019 - STAT 843 G200
Functional Data Analysis (4)
Class Number: 8505
Delivery Method: In Person
Overview
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Course Times + Location:
Jan 3 – Apr 8, 2019: Mon, 1:30–3:50 p.m.
BurnabyJan 3 – Apr 8, 2019: Wed, 1:30–3:50 p.m.
Burnaby
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Instructor:
Jiguo Cao
jca76@sfu.ca
1 778 782-7600
Office: SC-K10567
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Prerequisites:
STAT 830 or permission of the instructor.
Description
CALENDAR DESCRIPTION:
An introduction to smoothing and modelling of functional data. Basis expansion methods, functional regression models and derivative estimation are covered.
COURSE DETAILS:
1. Basis expansions and data smoothing
2. Roughness penalty smoothing
3. Bias/variance tradeoff and the smoothing parameter
4. Functional principal components
5. Functional regression models
6. Derivative estimation
7. Principal differential analysis
8. Differential equation models
Grading
- Assignments 30%
- Project 70%
Materials
REQUIRED READING:
Ramsay, J. O. and B. W. Silverman (2005). Functional Data Analysis (Second ed.). New York: Springer
Book is Free online in the SFU Library
RECOMMENDED READING:
Applied Functional Data Analysis by James O. Ramsay & B.W. Silverman. Publisher: Springer. c2002
Functional Data Analysis with R and MATLAB by James O Ramsay & Giles Hooker & Spencer Graves. Publisher: Springer. c2009
Nonparametric Functional Data Analysis Theory and Practice by Frédéric Ferraty & Philippe Vieu. Publisher: Springer. c2006
Graduate Studies Notes:
Important dates and deadlines for graduate students are found here: http://www.sfu.ca/dean-gradstudies/current/important_dates/guidelines.html. The deadline to drop a course with a 100% refund is the end of week 2. The deadline to drop with no notation on your transcript is the end of week 3.
Registrar Notes:
SFU’s Academic Integrity web site http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating. Check out the site for more information and videos that help explain the issues in plain English.
Each student is responsible for his or her conduct as it affects the University community. Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html
ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS