Steven Golovkine

2papers

2 Papers

MSJan 26, 2021Code
FDApy: a Python package for functional data

Steven Golovkine

We introduce FDApy, an open-source Python package for the analysis of functional data. The package provides tools for the representation of (multivariate) functional data defined on different dimensional domains and for functional data that is irregularly sampled. Additionally, dimension reduction techniques are implemented for multivariate and/or multidimensional functional data that are regularly or irregularly sampled. A toolbox for generating functional datasets is also provided. The documentation includes installation and usage instructions, examples on simulated and real datasets and a complete description of the API. FDApy is released under the MIT license. The code and documentation are available at https://github.com/StevenGolovkine/FDApy.

MLDec 10, 2020
Clustering multivariate functional data using unsupervised binary trees

Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea

We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random, points in the definition domain. The idea is to build a set of binary trees by recursive splitting of the observations. The number of groups are determined in a data-driven way. The new algorithm provides easily interpretable results and fast predictions for online data sets. Results on simulated datasets reveal good performance in various complex settings. The methodology is applied to the analysis of vehicle trajectories on a German roundabout.