Flexible Modelling of Functional Data using Continuous Wavelet Dictionaries
Leen Slaets, Gerda Claeskens, Maarten Jansen · Contributions to statistics · 2011
A random effects model for functional data based on continuous wavelet expensions is proposed. It incorporates phase variation without the use of warping functions. Both coarse-scale features and fine-scale information are modelled parsimoniously, yet flexible. The regularity of the estimated function can be controlled, creating a joint framework for Bayesian estimation of smooth as well as spiky and possibly sparse functional data.