A mixture of experts regression model for functional response with functional covariates

Abstract Due to the fast growth of data that are measured on a continuous scale, functional data analysis has undergone many developments in recent years. Regression models with a functional response involving functional covariates, also called "function-on-function", are thus becoming very common. Studying this type of model in the presence of heterogeneous data can be particularly useful in various practical situations. We mainly develop in this work a Function-on-Function Mixture of Experts (FFMoE) regression model. Like most of the inference approach for models on functional data, we use basis expansion (B-splines) both for covariates and parameters. A regularized inference approach is also proposed, it accurately smoothes functional parameters in order to provide interpretable estimators. Numerical studies on simulated data illustrate the good performance of FFMoE as compared with competitors. Usefullness of the proposed model is illustrated on two data sets: the reference Canadian weather data set, in which the precipitations are modeled according to the temperature, and a Cycling data set, in which the developed power is explained by the speed, the cyclist heart rate and the slope of the road.