New Interpretation of Principal Components Analysis

A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of easy--tounderstand basic geometric structures was shown. As a...

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Bibliographic Details
Main Author: Zenon Gniazdowski
Format: Article
Language:English
Published: Warsaw School of Computer Science 2017-09-01
Series:Zeszyty Naukowe Warszawskiej Wyższej Szkoły Informatyki
Subjects:
Online Access:http://zeszyty-naukowe.wwsi.edu.pl/zeszyty/zeszyt16/New_Interpretation_of_Principal_Components_Analysis.pdf
Description
Summary:A new look on the principal component analysis has been presented. Firstly, a geometric interpretation of determination coefficient was shown. In turn, the ability to represent the analyzed data and their interdependencies in the form of easy--tounderstand basic geometric structures was shown. As a result of the analysis of these structures it was proposed to enrich the classical PCA. In particular, it was proposed a new criterion for the selection of important principal components and a new algorithm for clustering primary variables by their level of similarity to the principal components. Virtual and real data spaces, as well as tensor operations on data, have also been identified.The anisotropy of the data was identified too.
ISSN:1896-396X
2082-8349