Chapter 5 Principal components analysis(PCA
zf Chapter 5 Principal Components Analysis (PCA)
Presentation outline 令◆ What is pca? 令◆ Geometrical approach to PCa 令◆ Analytical approach to PCA 令◆ Properties of pCa 令◆ How to determine the number of pc? 令◆ How to interpret the PC? ◆◆ Use of pc scores 2021/1/21
2021/1/21 2 cxt Presentation Outline ❖ w What is PCA? ❖ w Geometrical approach to PCA ❖ w Analytical approach to PCA ❖ w Properties of PCA ❖ w How to determine the number of PC? ❖ w How to interpret the PC? ❖ w Use of PC scores
5.1 reasons for using principal components analysis 口 Too many variables Pasta ic boa pressure LL Cholesteral Systolic BressE fication Diet L Cholesterol Exercse 2021/1/21 xt
2021/1/21 3 cxt 5.1 reasons for using principal components analysis Too Many Variables
a Stone use 1929-1938 data in usa and receive 17 variables which describe income-pay. He used principle component analysis and got three new variables fl. f2, F3. fl total income F2, total income increase ratio F3, economy increase or decrease. These new variable can use three variables(l △I、t) which can be measured directl 2021/1/21
2021/1/21 4 cxt Stone use 1929一1938 data in USA, and receive 17 variables which describe income-pay. He used principle component analysis and got three new variables F1、F2、F3. F1, total income;F2,total income increase ratio;F3,economy increase or decrease. These new variable can use three variables (I、 I、t ）which can be measured directly
FI F2 F3 FI F2 0 F3 0.9950.0410.0571 △10.0560.9480.124-0.1021 369-0.282-0.836-0.414-0.1121 2021/1/21 cXt
2021/1/21 5 cxt F1 F2 F3 i i t F1 1 F2 0 1 F3 0 0 1 i 0.995 -0.041 0.057 l Δi -0.056 0.948 -0.124 -0.102 l t -0.369 -0.282 -0.836 -0.414 -0.112 1