English
Related papers

Related papers: Dynamic Principal Component Analysis: Identifying …

200 papers

This paper examines several applications of principal component analysis (PCA) to physical systems. The first of these demonstrates that the principal components in a basis of appropriate system variables can be employed to identify…

Data Analysis, Statistics and Probability · Physics 2021-02-24 David Yevick

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Statistics Theory · Mathematics 2020-01-29 Alberto Bernacchia , Philippe Naveau

Considerable financial resources are allocated for measuring ambient air pollution in the United States, yet the locations for these monitoring sites may not be optimized to capture the full extent of current pollution variability. Prior…

Applications · Statistics 2022-02-18 Makoto M. Kelp , Samuel Lin , J. Nathan Kutz , Loretta J. Mickley

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

Networking and Internet Architecture · Computer Science 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong

We use the principal component analysis (PCA) to study geomagnetic activity at annual resolution using a network of 26 magnetic stations in 1966-2015, and an extended network of 40 stations in 1980-2015. The first principal component (PC1)…

Space Physics · Physics 2018-08-22 Kalevi Mursula , Lauri Holappa

In many scientific disciplines, the features of interest cannot be observed directly, so must instead be inferred from observed behaviour. Latent variable analyses are increasingly employed to systematise these inferences, and Principal…

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

We propose TopoFlow (Topography-aware pollutant Flow learning), a physics-guided neural network for efficient, high-resolution air quality prediction. To explicitly embed physical processes into the learning framework, we identify two…

Machine Learning · Computer Science 2026-04-13 Ammar Kheder , Helmi Toropainen , Wenqing Peng , Samuel Antão , Jia Chen , Michael Boy , Zhi-Song Liu

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

Principal component analysis (PCA) is often used to analyze multivariate data together with cluster analysis, which depends on the number of principal components used. It is therefore important to determine the number of significant…

Applications · Statistics 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

Principal component analysis (PCA) is perhaps the most widely used method for data dimensionality reduction. A key question in PCA is deciding how many factors to retain. This manuscript describes a new approach to automatically selecting…

Methodology · Statistics 2026-02-10 Enes Makalic , Daniel F. Schmidt

The US EPA and the WHO claim that PM2.5 is causal of all-cause deaths. Both support and fund research on air quality and health effects. WHO funded a massive systematic review and meta-analyses of air quality and health-effect papers. 1,632…

Applications · Statistics 2020-11-03 S. Stanley Young , Warren Kindzierski

Combining the principal component analysis (PCA) of X-ray spectrum with MD simulations, we experimentally reveal the existence of three basic components in water. These components exhibit distinct structures, densities, and temperature…

Soft Condensed Matter · Physics 2022-10-13 Zhipeng Jin , Jiangtao Zhao , Gang Chen , Guo Chen , Zhenlin Luo , Lei Xu

Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes the risk of misuse or even abuse. In this paper, we…

Methodology · Statistics 2021-08-12 Xinyu Zhang , Howell Tong

This study presents a scalable data-driven algorithm designed to efficiently address the challenging problem of reachability analysis. Analysis of cyber-physical systems (CPS) relies typically on parametric physical models of dynamical…

Robotics · Computer Science 2025-05-22 Navid Hashemi , Lars Lindemann , Jyotirmoy Deshmukh

Air pollution is a chronic problem in large cities worldwide and awareness is rising as the long-term health implications become clearer. Vehicular traffic has been identified as a major contributor to poor air quality. In a lot of cities…

Principal component analysis (PCA) is a useful tool when trying to construct factor models from historical asset returns. For the implied volatilities of U.S. equities there is a PCA-based model with a principal eigenportfolio whose return…

Statistical Finance · Quantitative Finance 2020-02-04 Marco Avellaneda , Brian Healy , Andrew Papanicolaou , George Papanicolaou

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

Pollutant emissions from coal-burning power plants have been deemed to adversely impact ambient air quality and public health conditions. Despite the noticeable reduction in emissions and the improvement of air quality since the Clean Air…

Methodology · Statistics 2019-01-07 Chanmin Kim , Corwin M Zigler , Michael J Daniels , Christine Choirat , Jason A Roy

A very important issue concerning protostellar jets is the mechanism behind their formation. Obtaining information on the region at the base of a jet can shed light into the subject and some years ago this has been done through a search for…

Solar and Stellar Astrophysics · Physics 2015-08-06 A. H. Cerqueira , J. Reyes-Iturbide , F. De Colle , M. J. Vasconcelos