GAA-UAM / scikit-fda

Functional Data Analysis Python package
https://fda.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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FPCA for vector-valued functions #537

Open sparnez opened 1 year ago

sparnez commented 1 year ago

What I'm trying to do is dimensionality reduction of a set of m log files containing n time-related signals. They are all physical signals so they are all related to time t.

Consider the dataset descibed below:

-> gridpoints = [t1, ..., tm] where all the tm vectors are of length T (the temporal vector of each log file)

-> datamatrix = [f11, ..., fn1] [f12, ..., fn2] [..., ..., ...] [f1m, ..., fnm] where all the fnm are vectors of length T corrensponding to the m-th observation of the n-th signal.

I'd like to perform FPCA but @vnmabus told me that this feature isn't supported for vector-valued functions yet.

Here the question I posted on StackOverflow a month ago: https://stackoverflow.com/questions/76012749/how-to-setup-data-with-n-observations-of-m-variables-to-perform-fda-with-scikit