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: Via De Sanctis, 86100 Campobasso|
Web page: http://www.unimol.it
More information through EDIRC
References listed on IDEAS
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.:
- 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.
- 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, The Psychometric Society, vol. 53(1), pages 123-134, March.
- 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.
- A. P. Thirlwall, 1983. "Introduction," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 5(3), pages 341-344, April.
- A. Meltzer & Peter Ordeshook & Thomas Romer, 1983. "Introduction," Public Choice, Springer, vol. 41(1), pages 1-5, January.
- Ledyard Tucker, 1966. "Some mathematical notes on three-mode factor analysis," Psychometrika, The Psychometric Society, vol. 31(3), pages 279-311, September.
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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.