When the Data Are Functions

A datum is often a continuous function x(t) of a variable such as time observed over some interval. One or more such functions are observed for each subject or unit of observation. The extension of classical data analytic techniques designed for p-variate observations to such data is discussed. The essential step is the expression of the classical problem in the language of functional analysis, after which the extension to functions is a straightforward matter. A schematic device called the duality diagram is a very useful tool for describing an analysis and for suggesting new possibilities. Least squares approximation, descriptive statistics, principal components analysis, and canonical correlation analysis are discussed within this broader framework.