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相关论文: How Many Components should be Retained from a Mult…

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This paper is motivated by modeling the cycle-to-cycle variability associated with the resistive switching operation behind memristors. As the data are by nature curves, functional principal component analysis is a suitable candidate to…

统计理论 · 数学 2024-11-20 C. Acal , A. M. Aguilera , F. J. Alonso , J. E. Ruiz-Castro , J. B. Roldán

We consider the problem of how many components to retain in the application of principal component analysis when the dimension is much higher than the number of observations. To estimate the number of components, we propose to sequentially…

统计方法学 · 统计学 2018-06-29 Sungkyu Jung , Myung Hee Lee , Jeongyoun Ahn

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

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…

统计方法学 · 统计学 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao

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…

统计方法学 · 统计学 2021-08-12 Xinyu Zhang , Howell Tong

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…

统计方法学 · 统计学 2026-02-10 Enes Makalic , Daniel F. Schmidt

The article discusses selected problems related to both principal component analysis (PCA) and factor analysis (FA). In particular, both types of analysis were compared. A vector interpretation for both PCA and FA has also been proposed.…

机器学习 · 计算机科学 2021-10-22 Zenon Gniazdowski

Principal component analysis (PCA) defines a reduced space described by PC axes for a given multidimensional-data sequence to capture the variations of the data. In practice, we need multiple data sequences that accurately obey individual…

统计方法学 · 统计学 2021-04-19 Ikuo Fukuda , Kei Moritsugu

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

统计方法学 · 统计学 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

Principal Component Analysis (PCA) is a well-known multivariate technique used to decorrelate a set of vectors. PCA has been extensively applied in the past to the classification of stellar and galaxy spectra. Here we apply PCA to the…

天体物理学 · 物理学 2007-05-23 I. Ferreras , B. Rogers , O. Lahav , .

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

计算工程、金融与科学 · 计算机科学 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

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…

应用统计 · 统计学 2024-09-19 Joshua C. Macdonald , Javier Blanco-Portillo , Marcus W. Feldman , Yoav Ram

Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…

机器学习 · 统计学 2026-01-22 Kexin Wang , Salil Bhate , João M. Pereira , Joe Kileel , Matylda Figlerowicz , Anna Seigal

Principal Component Analysis (PCA) is applied to a variety of blazars to examine X-ray spectral variability. Data from nine different objects are analysed in two ways: long-term, which examines variability trends across years or decades,…

高能天体物理现象 · 物理学 2018-08-08 Dennis Gallant , Luigi C. Gallo , Michael L. Parker

Multiway data are becoming more and more common. While there are many approaches to extending principal component analysis (PCA) from usual data matrices to multiway arrays, their conceptual differences from the usual PCA, and the…

统计方法学 · 统计学 2023-02-15 Jialin Ouyang , Ming Yuan

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

统计方法学 · 统计学 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

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…

数据分析、统计与概率 · 物理学 2021-02-24 David Yevick

Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…

统计方法学 · 统计学 2015-06-16 A. A. Akinduko , A. N. Gorban

The idea of representation has been used in various fields of study from data analysis to political science. In this paper, we define representativeness and describe a method to isolate data points that can represent the entire data set.…

信息检索 · 计算机科学 2016-10-20 Ashwinkumar Ganesan , Tim Oates , Matt Schmill

Principal component analysis is a statistical method, which lowers the number of important variables in a data set. The use of this method for the bursts' spectra and afterglows is discussed in this paper. The analysis indicates that three…

天体物理学 · 物理学 2015-05-13 Z. Bagoly , I. Horvath , L. G. Balazs , L. Borgonovo , S. Larsson , A. Meszaros , F. Ryde
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