Introduction to Functional Data Analysis

Functional data analysis (FDA) is a sub-discipline within statistics that generalizes and extends multivariate statistics, which assumes the data at hand are a sequence of real-valued vectors, to data which are a sequence of functions.  With the help of modern sensors, function-valued data has become commonplace.  In this presentation, I will introduce some of the history and basic ideas of FDA.  I will also touch on the closely-related Dynamic Data Analysis, which assumes that the underlying phenomena generating the functions in a sample are defined by ordinary differential equations.