A least squares approach to Principal Component Analysis for interval valued data
Principal Component Analysis (PCA) is a well known technique the aim of which is to synthesize huge amounts of numerical data by means of a low number of unobserved variables, called components. In this paper, an extension of PCA to deal with interval valued data is proposed. The method, called Midpoint Radius Principal Component Analysis (MR-PCA) recovers the underlying structure of interval valued data by using both the midpoints (or centers) and the radii (a measure of the interval width) information. In order to analyze how MR-PCA works, the results of a simulation study and two applications on chemical data are proposed.
|Date of creation:||04 Nov 2003|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.unimol.it
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Timmerman, Marieke E. & Kiers, Henk A. L., 2002. "Three-way component analysis with smoothness constraints," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 447-470, September.
- Roger Millsap & William Meredith, 1988. "Component analysis in cross-sectional and longitudinal data," Psychometrika, Springer, vol. 53(1), pages 123-134, March.
- Giordani, Paolo & Kiers, Henk A. L., 2004. "Principal Component Analysis of symmetric fuzzy data," Computational Statistics & Data Analysis, Elsevier, vol. 45(3), pages 519-548, April.
- A. Meltzer & Peter Ordeshook & Thomas Romer, 1983. "Introduction," Public Choice, Springer, vol. 41(1), pages 1-5, January.
- D'Urso, Pierpaolo & Gastaldi, Tommaso, 2000. "A least-squares approach to fuzzy linear regression analysis," Computational Statistics & Data Analysis, Elsevier, vol. 34(4), pages 427-440, October.
- Ledyard Tucker, 1966. "Some mathematical notes on three-mode factor analysis," Psychometrika, Springer, vol. 31(3), pages 279-311, September.
- A. P. Thirlwall, 1983. "Introduction," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 5(3), pages 341-344, April.
When requesting a correction, please mention this item's handle: RePEc:mol:ecsdps:esdp03013. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Claudio Lupi)
If references are entirely missing, you can add them using this form.