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相关论文: Directional Assessment of Traffic Flow Extremes

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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…

统计方法学 · 统计学 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

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…

介观与纳米尺度物理 · 物理学 2025-11-03 C. J. O. Reichhardt , D. McDermott , C. Reichhardt

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…

统计方法学 · 统计学 2012-04-13 Qi Ding , Eric D. Kolaczyk

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…

数值分析 · 数学 2019-02-13 Sebastian Neumayer , Max Nimmer , Simon Setzer , Gabriele Steidl

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)…

统计方法学 · 统计学 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc

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…

网络与互联网体系结构 · 计算机科学 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong

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…

统计方法学 · 统计学 2025-07-15 Felix Reinbott , Anja Janßen

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 $k$…

统计理论 · 数学 2025-03-31 Holger Drees

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…

统计理论 · 数学 2023-08-03 Stephan Clémençon , Nathan Huet , Anne Sabourin

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…

应用统计 · 统计学 2020-12-22 Kieran Kalair , Colm Connaughton

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…

机器学习 · 统计学 2022-11-28 Marco Avella-Medina , Richard A. Davis , Gennady Samorodnitsky

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…

应用统计 · 统计学 2018-03-15 Raúl Torres , Carlo De Michele , Henry Laniado , Rosa E. Lillo

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…

机器学习 · 统计学 2017-05-19 Xianghui Luo , Robert J. Durrant

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.…

统计方法学 · 统计学 2023-08-08 Prajamitra Bhuyan , Kaushik Jana , Emma J. McCoy

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…

信息论 · 计算机科学 2014-06-19 Andrea Montanari , Emile Richard

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…

统计方法学 · 统计学 2012-02-14 Carlos A. Alfaro , Burcu Aydın , Elizabeth Bullitt , Alim Ladha , Carlos E. Valencia

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…

机器学习 · 计算机科学 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

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…

机器学习 · 计算机科学 2025-09-26 Davide Moretti , Elia Onofri , Emiliano Cristiani
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