Detection of mean changes in partially observed functional data
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912638448959488 |
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| author | Hudecová, Šárka Kirch, Claudia |
| author_facet | Hudecová, Šárka Kirch, Claudia |
| contents | We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios, including both abrupt and gradual changes. The significance of the test statistic is assessed via a permutation test. In addition to the classical permutation approach with a fixed number of permutation samples, we also discuss a variant with controlled resampling risk that relies on a random (data-driven) number of permutation samples. The small sample performance of the proposed methodology is illustrated in a Monte Carlo simulation study and an application to real data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_07854 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Detection of mean changes in partially observed functional data Hudecová, Šárka Kirch, Claudia Methodology Statistics Theory We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios, including both abrupt and gradual changes. The significance of the test statistic is assessed via a permutation test. In addition to the classical permutation approach with a fixed number of permutation samples, we also discuss a variant with controlled resampling risk that relies on a random (data-driven) number of permutation samples. The small sample performance of the proposed methodology is illustrated in a Monte Carlo simulation study and an application to real data. |
| title | Detection of mean changes in partially observed functional data |
| topic | Methodology Statistics Theory |
| url | https://arxiv.org/abs/2510.07854 |