A MATLAB toolbox for Principal Component Analysis and unsupervised exploration of data structure

2015 ◽  
Vol 149 ◽  
pp. 1-9 ◽  
Author(s):  
Davide Ballabio
2005 ◽  
Vol 12 (5) ◽  
pp. 661-670 ◽  
Author(s):  
S. S. P. Rattan ◽  
B. G. Ruessink ◽  
W. W. Hsieh

Abstract. Complex principal component analysis (CPCA) is a useful linear method for dimensionality reduction of data sets characterized by propagating patterns, where the CPCA modes are linear functions of the complex principal component (CPC), consisting of an amplitude and a phase. The use of non-linear methods, such as the neural-network based circular non-linear principal component analysis (NLPCA.cir) and the recently developed non-linear complex principal component analysis (NLCPCA), may provide a more accurate description of data in case the lower-dimensional structure is non-linear. NLPCA.cir extracts non-linear phase information without amplitude variability, while NLCPCA is capable of extracting both. NLCPCA can thus be viewed as a non-linear generalization of CPCA. In this article, NLCPCA is applied to bathymetry data from the sandy barred beaches at Egmond aan Zee (Netherlands), the Hasaki coast (Japan) and Duck (North Carolina, USA) to examine how effective this new method is in comparison to CPCA and NLPCA.cir in representing propagating phenomena. At Duck, the underlying low-dimensional data structure is found to have linear phase and amplitude variability only and, accordingly, CPCA performs as well as NLCPCA. At Egmond, the reduced data structure contains non-linear spatial patterns (asymmetric bar/trough shapes) without much temporal amplitude variability and, consequently, is about equally well modelled by NLCPCA and NLPCA.cir. Finally, at Hasaki, the data structure displays not only non-linear spatial variability but also considerably temporal amplitude variability, and NLCPCA outperforms both CPCA and NLPCA.cir. Because it is difficult to know the structure of data in advance as to which one of the three models should be used, the generalized NLCPCA model can be used in each situation.


2018 ◽  
Vol 18 (2) ◽  
pp. 128-151
Author(s):  
Samsul Anwar

Weighting Modification of Systemic Important Score with Principal Component AnalysisAbstractThe Financial Services Authority regulation No.46/POJK.03/2015 states that the calculation of Systemic Important Score (SIS) of a bank uses the same weighting for all three indicators: size, interconnectedness, and complexity. It disowns the possibility that one those indicators may give more contribution in determining the data structure of SIS assessment component than the others. This study oers an alternative weighting system to calculate SIS. The weighting system is based on eigenvectors of Principal Component Analysis by starting with standardizing the data. The simulation results show that the order of banking systemic levels in Indonesia from the highest are banking BUSN Devisa, Persero, Asing and BPD, Campuran, and BUSN Non Devisa.Keywords: Eigenvectors; Principal Component Analysis; Standardization Data; Systemic Important ScoreAbstrakPeraturan Otoritas Jasa Keuangan No. 46/POJK.03/2015 menetapkan bahwa perhitungan Systemic Important Score (SIS) suatu bank menggunakan pembobotan yang sama besar untuk ketiga indikatornya: size, interconnectedness, dan complexity. Hal ini menafikan kemungkinan terdapatnya indikator yang berkontribusi lebih besar dalam menentukan struktur data komponen penilaian SIS dibandingkan indikator lainnya. Penelitian ini menawarkan alternatif sistem pembobotan dalam perhitungan nilai SIS tersebut. Sistem pembobotan tersebut adalah berdasarkan nilai eigenvectors dari Principal Component Analysis dengan melakukan standardisasi data terlebih dahulu. Hasil simulasi menunjukkan urutan tingkat sistemik kelompok perbankan di Indonesia dari yang paling tinggi adalah perbankan BUSN Devisa, Persero, Asing dan BPD, Campuran, dan BUSN Non Devisa.


VASA ◽  
2012 ◽  
Vol 41 (5) ◽  
pp. 333-342 ◽  
Author(s):  
Kirchberger ◽  
Finger ◽  
Müller-Bühl

Background: The Intermittent Claudication Questionnaire (ICQ) is a short questionnaire for the assessment of health-related quality of life (HRQOL) in patients with intermittent claudication (IC). The objective of this study was to translate the ICQ into German and to investigate the psychometric properties of the German ICQ version in patients with IC. Patients and methods: The original English version was translated using a forward-backward method. The resulting German version was reviewed by the author of the original version and an experienced clinician. Finally, it was tested for clarity with 5 German patients with IC. A sample of 81 patients were administered the German ICQ. The sample consisted of 58.0 % male patients with a median age of 71 years and a median IC duration of 36 months. Test of feasibility included completeness of questionnaires, completion time, and ratings of clarity, length and relevance. Reliability was assessed through a retest in 13 patients at 14 days, and analysis of Cronbach’s alpha for internal consistency. Construct validity was investigated using principal component analysis. Concurrent validity was assessed by correlating the ICQ scores with the Short Form 36 Health Survey (SF-36) as well as clinical measures. Results: The ICQ was completely filled in by 73 subjects (90.1 %) with an average completion time of 6.3 minutes. Cronbach’s alpha coefficient reached 0.75. Intra-class correlation for test-retest reliability was r = 0.88. Principal component analysis resulted in a 3 factor solution. The first factor explained 51.5 of the total variation and all items had loadings of at least 0.65 on it. The ICQ was significantly associated with the SF-36 and treadmill-walking distances whereas no association was found for resting ABPI. Conclusions: The German version of the ICQ demonstrated good feasibility, satisfactory reliability and good validity. Responsiveness should be investigated in further validation studies.


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