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Everything about Generalized functional linear model

Mathematical model for stochastic processes

The generalized functional linear model (GFLM) is an extension of the generalized linear model (GLM) that allows one to regress univariate responses of various types on functional predictors, which are mostly random trajectories generated by a square-integrable stochastic processes. Similarly to GLM, a link function relates the expected value of the response variable to a linear predictor, which in case of GFLM is obtained by forming the scalar product of the random predictor function with a smooth parameter function. Functional Linear Regression, Functional Poisson Regression and Functional Binomial Regression, with the important Functional Logistic Regression included, are special cases of GFLM. Applications of GFLM include classification and discrimination of stochastic processes and functional data. Wikipedia →

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  5. Go sideways: Functional additive modelA closely related topic
  6. Go sideways: Variance functionA closely related topic

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