Linear-Phase-Type probability modelling of functional PCA with applications to resistive memories
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AuthorRuiz Castro, Juan Eloy; Acal, Christian; Aguilera Del Pino, Ana María; Aguilera Morillo, María del Carmen; Roldán Aranda, Juan Bautista
Phase-type distribution (PH)Linear-Phase-type distribution (LPH)Functional principal componentsBasis expansion of curvesP-splinesResistive memories
Juan E. Ruiz-Castro, Christian Acal, Ana M. Aguilera, M. Carmen Aguilera-Morillo, Juan B. Roldán, Linear-Phase-Type probability modelling of functional PCA with applications to resistive memories, Mathematics and Computers in Simulation, Volume 186, 2021, Pages 71-79, ISSN 0378-4754, https://doi.org/10.1016/j.matcom.2020.07.006
SponsorshipSpanish Ministry of Science, Innovation and Universities (FEDER, Spain program) TEC2017-84321-C4-3-R MTM2017-88708-P IJCI-2017-34038; PhD grant (Spain) FPU18/01779
Functional principal component analysis (FPCA) based on Karhunen–Loève (K–L) expansion allows to describe the stochastic evolution of the main characteristics associated to multiple systems and devices. Identifying the probability distribution of the principal component scores is fundamental to characterize the whole process. The aim of this work is to consider a family of statistical distributions that could be accurately adjusted to a previous transformation. Then, a new class of distributions, the linear-phase-type, is introduced to model the principal components. This class is studied in detail in order to prove, through the K–L expansion, that certain linear transformations of the process at each time point are phase-type distributed. This way, the one-dimensional distributions of the process are in the same linear-phase-type class. Finally, an application to model the reset process associated with resistive memories is developed and explained.