The main objectives of this course on functional data analysis can be summarized as follows:
1. Understand the fundamental concepts and techniques of functional data analysis, including mathematical tools, smoothing methods, and handling functional random variables using real data examples.
2. Master the application of Functional Principal Component Analysis (PCA) for inference, analyzing sample characteristics, assessing depths in functional data, and detecting outliers in functional datasets.
3. Gain proficiency in Functional Linear Regression, encompassing the solution of the functional regression problem, handling scalar-on-function regression, and addressing function-on-function regression scenarios.
4. Learn the classification techniques with functional data, starting with an introduction, proceeding to unsupervised classification methods, and advancing to supervised classification approaches.
5. Explore the intricacies of Functional Time Series analysis, focusing on estimation and prediction utilizing functional principal components.
Through these objectives, the course aims to equip students with a comprehensive understanding of functional data analysis, enabling them to apply these techniques to real-world data and solve complex problems in various domains.