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Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

Machine Learning · Computer Science 2024-12-30 Jiaxin Gao , Wenbo Hu , Yuntian Chen

A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of various phenomena in ecology and astronomy, as well as in…

Methodology · Statistics 2021-10-12 Pavlos Zoubouloglou , Eduardo García-Portugués , J. S. Marron

TimeCluster is a visual analytics technique for discovering structure in long multivariate time series by projecting overlapping windows of data into a low-dimensional space. We show that, when Principal Component Analysis (PCA) is chosen…

Machine Learning · Computer Science 2025-09-17 Christian L. Hines , Samuel Spillard , Daniel P. Martin

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

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…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

Machine Learning · Statistics 2014-07-17 Zhaoyi Kang , Costas J. Spanos

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

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…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Single-cell RNA sequencing (scRNA-seq) has revolutionized our ability to analyze gene expression at the cellular level. By providing data on gene expression for each individual cell, scRNA-seq generates large datasets with thousands of…

Computational Complexity · Computer Science 2025-02-11 Md Romizul Islam , Swakkhar Shatabda

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…

Remote sensing observations, products and simulations are fundamental sources of information to monitor our planet and its climate variability. Uncovering the main modes of spatial and temporal variability in Earth data is essential to…

Atmospheric and Oceanic Physics · Physics 2020-02-12 Diego Bueso , Maria Piles , Gustau Camps-Valls

When working with large biological data sets, exploratory analysis is an important first step for understanding the latent structure and for generating hypotheses to be tested in subsequent analyses. However, when the number of variables is…

Methodology · Statistics 2017-02-03 Julia Fukuyama

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng
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