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arXiv · 1703.09269

Band depths based on multiple time instances

Ignacio Cascos·Ilya Molchanov
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Abstract

Bands of vector-valued functions $f:T\mapsto\mathbb{R}^d$ are defined by considering convex hulls generated by their values concatenated at $m$ different values of the argument. The obtained $m$-bands are families of functions, ranging from the conventional band in case the time points are individually considered (for $m=1$) to the convex hull in the functional space if the number $m$ of simultaneously considered time points becomes large enough to fill the whole time domain. These bands give rise to a depth concept that is new both for real-valued and vector-valued functions.

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Ignacio Cascos, Ilya Molchanov. 2017-03-27. Band depths based on multiple time instances. https://arxiv.org/abs/1703.09269

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