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Biometrical Letters

The Journal of Polish Biometric Society

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1896-3811
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Canonical correlation analysis for functional data

Mirosław Krzyśko
  • Corresponding author
  • Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614 Poznań, Poland
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  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
/ Łukasz Waszak
  • Corresponding author
  • Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614 Poznań, Poland
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  • Other articles by this author:
  • De Gruyter OnlineGoogle Scholar
Published Online: 2013-12-10 | DOI: https://doi.org/10.2478/bile-2013-0020

Summary

Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions.

Keywords : functional data; orthonormal basis; stochastic processes; canonical correlation analysis

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About the article

Published Online: 2013-12-10

Published in Print: 2013-12-01


Citation Information: Biometrical Letters, Volume 50, Issue 2, Pages 95–105, ISSN (Print) 1896-3811, DOI: https://doi.org/10.2478/bile-2013-0020.

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