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Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…
Principal component analysis (PCA) is a powerful method that can identify patterns in large, complex data sets by constructing low-dimensional order parameters from higher-dimensional feature vectors. There are increasing efforts to use…
Random projection is widely used as a method of dimension reduction. In recent years, its combination with standard techniques of regression and classification has been explored. Here we examine its use with principal component analysis…
Principal component analysis (PCA) is a powerful standard tool for reducing the dimensionality of data. Unfortunately, it is sensitive to outliers so that various robust PCA variants were proposed in the literature. This paper addresses the…
At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
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…
Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…
The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…
Motivated by the increasing availability of data of functional nature, we develop a general probabilistic and statistical framework for extremes of regularly varying random elements $X$ in $L^2[0,1]$. We place ourselves in a…
We describe and validate a novel data-driven approach to the real time detection and classification of traffic anomalies based on the identification of atypical fluctuations in the relationship between density and flow. For aggregated data…
We propose kernel PCA as a method for analyzing the dependence structure of multivariate extremes and demonstrate that it can be a powerful tool for clustering and dimension reduction. Our work provides some theoretical insight into the…
Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenomena. For such events, identification of extremes is…
The task of detecting anomalous data patterns is as important in practical applications as challenging. In the context of spatial data, recognition of unexpected trajectories brings additional difficulties, such as high dimensionality and…
Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…
Transport engineers employ various interventions to enhance traffic-network performance. Quantifying the impacts of Cycle Superhighways is complicated due to the non-random assignment of such an intervention over the transport network.…
Complexity is often exhibited in dynamical systems, where certain parameters evolve with time in a strange and chaotic nature. These systems lack predictability and are common in the physical world. Dissipative systems are one of such…
Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…
The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…
Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…
The increasing availability of traffic data from sensor networks has created new opportunities for understanding vehicular dynamics and identifying anomalies. In this study, we employ clustering techniques to analyse traffic flow data with…