Investigating new, signature-based, spatial autoregressive models for functional covariates

TL;DR

This paper introduces two novel signature-based spatial autoregressive models that improve computational efficiency and are validated through simulations and real-world mortality data analysis.

Contribution

The paper presents new spatial autoregressive models that are computationally faster and perform comparably to existing methods, expanding tools for analyzing functional covariates.

Findings

New models perform at least as well as existing approaches

Models have shorter computation times

Effective in analyzing mortality rates

Abstract

We developed two new alternatives to signature-based, spatial autoregressive models. In a simulation study, we found that the new models performed at least as well as existing approaches but presented shorter computation times. We then used the new models to analyze the premature mortality rate and the mortality rate for people aged 65 and over.