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A functional analysis of speed profiles: smoothing using derivative information, curve registration, and functional boxplot (1312.2252v2)

Published 8 Dec 2013 in stat.AP

Abstract: In this paper, we propose a functional analysis of a set of individual space-speed profiles corresponding to speed as function of the distance traveled by the vehicle from an initial point. This functional analysis begins with a functional modeling of space-speed profiles and the study of mathematical properties of these functions. Then, in a first step, a smoothing procedure based on spline smoothing is developed in order to convert the raw data into functional objets and to filter out the measurement noise as efficiently as possible. It is shown that this smoothing step leads to a complex nonparametric regression problem that needs to take into account two constraints: the use of the derivative information, and a monotonicity constraint. The performance of the proposed two-step estimator (smooth, and then monotonize) is illustrated on simulation studies and a real data example. In a second step, we use a curve registration method based on landmarks alignment in order to construct an average speed profile representative of a set of individual speed profiles. Finally, the variability of such a set is explored by the use of functional boxplots.

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