title: Functional mixed effects spectral analysis.
abstract: In many experiments, time series data can be collected from multiple units and multiple time series segments can be collected from the same unit. This article introduces a mixed effects Cramér spectral representation which can be used to model the effects of design covariates on the second-order power spectrum while accounting for potential correlations among the time series segments collected from the same unit. The transfer function is composed of a deterministic component to account for the population-average effects and a random component to account for the unit-specific deviations. The resulting log-spectrum has a functional mixed effects representation where both the fixed effects and random effects are functions in the frequency domain. It is shown that, when the replicate-specific spectra are smooth, the log-periodograms converge to a functional mixed effects model. A data-driven iterative estimation procedure is offered for the periodic smoothing spline estimation of the fixed effects, penalized estimation of the functional covariance of the random effects, and unit-specific random effects prediction via the best linear unbiased predictor.
authors: Department of Statistics, University of Pittsburgh, Pittsburgh, Pennsylvania 15260, U.S.A. krafty@pitt.edu.
authors: Robert T
authors: RT
authors: Krafty
authors: Department of Psychiatry, University of Pittsburgh, Pittsburgh, Pennsylvania 15213, U.S.A. hallmh@upmc.edu.
authors: Martica
authors: M
authors: Hall
authors: Division of Biostatistics, University of Pennsylvania, Philadelphia, Pennsylvania 19104, U.S.A. wguo@mail.med.upenn.edu.
authors: Wensheng
authors: W
authors: Guo
keywords: Cramér representation; Mixed effects model; Replicated time series; Smoothing spline; Spectral analysis