## Abstract Principal component analysis (PCA) is a multivariate technique that analyzes a data table in which observations are described by several interβcorrelated quantitative dependent variables. Its goal is to extract the important information from the table, to represent it as a set of new or
Recursive principal components analysis
β Scribed by Thomas Voegtlin
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 273 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0893-6080
No coin nor oath required. For personal study only.
β¦ Synopsis
A recurrent linear network can be trained with Oja's constrained Hebbian learning rule. As a result, the network learns to represent the temporal context associated to its input sequence. The operation performed by the network is a generalization of Principal Components Analysis (PCA) to time-series, called Recursive PCA. The representations learned by the network are adapted to the temporal statistics of the input. Moreover, sequences stored in the network may be retrieved explicitly, in the reverse order of presentation, thus providing a straight-forward neural implementation of a logical stack.
π SIMILAR VOLUMES
The principal components of a vector of random variables are related to the common factors of a factor analysis model for this vector. Conditions are presented under which components and factors as well as factor proxies come close to each other. A similar analysis is carried out for the matrices of
The theoretical principles and practical implementation of a new method for multivariate data analysis, maximum likelihood principal component analysis (MLPCA), are described. MLCPA is an analog to principal component analysis (PCA) that incorporates information about measurement errors to develop P