Classification techniques for time series and functional data

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1、ClassificationTechniquesforTimeSeriesandFunctionalDataInternetVersionDavidCasadodeLucasDoctoralThesisAdvisors:AndresM.AlonsoandJuanJ.Romo12thJuly2010Somecalculus-tricksarequiteeasy.Someareenormouslydicult.Thefoolswhowritethetextbooksofadvancedmathematics

2、andtheyaremostl

3、ycleverfools

4、seldomtakethetroubletoshowyouhoweasytheeasycalculationsare.Onthecontrary,theyseemtodesiretoimpressyouwiththeirtremendousclevernessbygoingaboutitinthemostdicultway.Beingmyselfaremarkablystupidfellow,Ihavehadtounteachmyselfthedicul-ties,andnowbegtopresenttomy

5、fellowfoolsthepartsthatarenothard.Masterthesethoroughly,andtherestwillfollow.Whatonefoolcando,anothercan.SilvanusP.Thompson(fromtheprologueofCalculusMadeEasy)Tomyfamily,fortheabsolutecondencetheyhavealwaysplacedinme(evenwhentheydidnotunderstandwhymy

6、our

7、salaryandholidays

8、werenotlikethoseteachersusuallyhave").iPrefaceThefollowingbodyofwork1ispartoftheresearchthatIhavedone,incollaborationwithmyadvisors,overseveralacademicyearsattheUniversidadCarlosIIIdeMadrid.IamverypleasedtohavehadtheopportunitytohelpwiththeteachingtasksattheDepartamentod

9、eEstadstica.Thisdocumentisadigitalversion

10、bycommonconsentofmyadvisors

11、ofmydoctoralthesis,defendedon12thJuly2010.Somemisprintshavebeenremovedandfewexplanations,remarks,equationsandpictureshavebeenincluded.Themarginshavebeenreducedandtheinterlinespacinghasbeensettooneanda

12、half,insteadofdouble.Asaresult,alotlesspageswereneeded.Severalappendiceswithauxiliartheoryhavebeenincluded(Iamsolelyresponsibleforthesesections).Theycontainwell-knowntheoryrelatedtothemathematicsused

13、inamoreorlessdirectway

14、inthepreviouschapters.Manystatisticiansarenotmath

15、ematicians;forthisreason,theindexhasbeenexpandedtomaketheseappendicesmoreaccessible.Readerswithenoughbackgroundknowledgewillnotneedtoconsultthem.Thistextisorganizedasfollows:therstchapterbeginswiththebasicmathematicalnota-tion,followedbythemaindenitionsandclassicalresul

16、ts,andconcludeswithgeneralideasonthestatisticalproblemofclassicationareprovided,justbeforetheex