Dimensionality reduction of high-dimensional data via probability density functions: an application to the forecasting problem
F. Fortuna, F. Maturo, A. M. Aguilera, T. Di Battista
Extracting knowledge from high-dimensional data is a challenging task especially due to the curse of dimensionality. To address this issue, a two-step dimensionality reduction procedure based on functional data analysis is proposed. In the first step, high-dimensional data are divided into non-overlapping time-based windows and, for each of them, a probability density function is estimated to capture the main characteristics of the data. In the second step, functional principal component analysis is applied to some transformations of densities, which ensure their belonging to appropriate functional spaces. Specifically, the problem of forecasting probability density functions in new time windows is considered, taking into account the temporal dependence of the functional observations.
Keywords: high-dimensional data, dimensionality reduction, probability density functions, functional principal component analysis, functional time series
Scheduled
Invited session Spanish-Italian
June 9, 2022 10:10 AM
Conference hall
Other papers in the same session
A. Evangelista, C. J. Acal González, A. M. Aguilera del Pino, A. Sarra, T. Di Battista, S. Palermi
G. Albano, A. J. Barrera García, V. Giorno, P. Román Román, F. A. Torres Ruiz
F. Porro, M. Restaino, J. E. Ruiz Castro, M. Zenga
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6/8/22
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Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/27/22
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5/23/22
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