Multivariate functional data are becoming ubiquitous with advances in modern technology and are substantially more complex than univariate functional data. We propose and study a novel model for multivariate functional… Click to show full abstract
Multivariate functional data are becoming ubiquitous with advances in modern technology and are substantially more complex than univariate functional data. We propose and study a novel model for multivariate functional data where the component processes are subject to mutual time warping. That is, the component processes exhibit a similar shape but are subject to systematic phase variation across their time domains. To address this previously unconsidered mode of warping, we propose new registration methodology which is based on a shift-warping model. Our method differs from all existing registration methods for functional data in a fundamental way. Namely, instead of focusing on the traditional approach to warping, where one aims to recover individual-specific registration, we focus on shift registration across the components of a multivariate functional data vector on a population-wide level. Our proposed estimates for these shifts are identifiable, enjoy parametric rates of convergence and often have intuitive physical interpretations, all in contrast to traditional curve-specific registration approaches. We demonstrate the implementation and interpretation of the proposed method by applying our methodology to the Z\"urich Longitudinal Growth data and study its finite sample properties in simulations.
               
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