1 code implementation • 22 May 2023 • Jacopo Di Iorio, Simone Vantini
Nowadays, more and more problems are dealing with data with one infinite continuous dimension: functional data.
no code implementations • 27 Jul 2022 • Niccolò Ajroldi, Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini
Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis.
no code implementations • 2 Nov 2020 • Edoardo Belli, Simone Vantini
We propose an $L_{2}$-based penalization algorithm for functional linear regression models, where the coefficient function is shrunk towards a data-driven shape template $\gamma$, which is constrained to belong to a class of piecewise functions by restricting its basis expansion.
no code implementations • 30 Oct 2020 • Edoardo Belli, Simone Vantini
We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing generalization error while retaining the interpretability of a tree.
1 code implementation • 16 May 2020 • Matteo Fontana, Gianluca Zeni, Simone Vantini
In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case.