The Mahalanobis distance for functional data with applications to classification

Abstract

This article presents a new semidistance for functional observations that generalizes the Mahalanobis distance for multivariate datasets. The main characteristics of the functional Mahalanobis semidistance are shown. To illustrate the applicability of this measure of proximity between functional observations, new versions of several well-known functional classification procedures are developed using the functional Mahalanobis semidistance. A Monte Carlo study and the analysis of two real examples indicate that the classification methods used in conjunction with the functional Mahalanobis semidistance give better results than other well-known functional classification procedures. This article has supplementary material online.