Functional Regression

Abstract

Functional data analysis (FDA) involves the analysis of data whose ideal units of observation are functions defined on some continuous domain, and the observed data consist of a sample of functions taken from some population, sampled on a discrete grid. Ramsay & Silverman's (1997) textbook sparked the development of this field, which has accelerated in the past 10 years to become one of the fastest growing areas of statistics, fueled by the growing number of applications yielding this type of data. One unique characteristic of FDA is the need to combine information both across and within functions, which Ramsay and Silverman called replication and regularization, respectively. This article focuses on functional regression, the area of FDA that has received the most attention in applications and methodological development. First, there is an introduction to basis functions, key building blocks for regularization in functional regression methods, followed by an overview of functional regression methods, split into three types: (a) functional predictor regression (scalar-on-function), (b) functional response regression (function-on-scalar), and (c) function-on-function regression. For each, the role of replication and regularization is discussed and the methodological development described in a roughly chronological manner, at times deviating from the historical timeline to group together similar methods. The primary focus is on modeling and methodology, highlighting the modeling structures that have been developed and the various regularization approaches employed. The review concludes with a brief discussion describing potential areas of future development in this field.