[Partial lease squares approach to functional analysis]. / L'approche PLS pour l'analyse de données fonctionnelles.

We extend the partial least squares (PLS) approach to functional data represented in our models by sample paths of stochastic process with continuous time. Due to the infinite dimension, when functional data are used as a predictor for linear regression and classification models, the estimation problem is an ill-posed one. In this context, PLS offers a simple and efficient alternative to the methods based on the principal components of the stochastic process. We compare the results given by the PLS approach and other linear models using several datasets from economy, industry and medical fields.