Chapter 5 Principal Components Analysis(PCa)
zf Chapter 5 Principal Components Analysis (PCA)
Presentation outline 今◆ What iS pCa? ☆◆ Geometrical approach to PCa 令◆ Analytical approach to PCA 今◆ Properties of pca 令◆ How to determine the number of po? How to interpret the PC? ☆◆ Use of pc scores 2021/2/22 2 cxt
2021/2/22 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 日 Too Many Variables Diatto ic b ood Tess凵e LT Cholestene SystolIc pressure Medication Diet i Cholestero ExeRDSE 2021/2/22 cxt
2021/2/22 3 cxt 5.1 reasons for using principal components analysis Too Many Variables
which describe income-pay. He used principle componenTs a Stone use 1929-1938 data in usa. and receive 17 variabl analysis and got three new variables F1, F2. F3. Fl, total income, F2, total income increase ratio; F3, economy increase or decrease. These new variable can use three variables ( △I、t) which can be measured directly 2021/2/22 4 cxt
2021/2/22 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
F1 F2 F3 F1 F2 F3 0 0 0.995-0.0410.057 △i 0.0560.948-0.124-0.102 t 0.369-0.282-0.836-0.414-0.1121 2021/2722 5 cxt
2021/2/22 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