scholarly journals Fault Diagnosis Method Based on Information Entropy and Relative Principal Component Analysis

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Xiaoming Xu ◽  
Chenglin Wen
Keyword(s):  
Fault Diagnosis ◽  
Principal Components ◽  
Information Entropy ◽  
Principle Component Analysis ◽  
Information Gain ◽  
Principal Component ◽  
Component Analysis ◽  
Principle Component ◽  
Original Dataset ◽  
Diagnosis Method

In traditional principle component analysis (PCA), because of the neglect of the dimensions influence between different variables in the system, the selected principal components (PCs) often fail to be representative. While the relative transformation PCA is able to solve the above problem, it is not easy to calculate the weight for each characteristic variable. In order to solve it, this paper proposes a kind of fault diagnosis method based on information entropy and Relative Principle Component Analysis. Firstly, the algorithm calculates the information entropy for each characteristic variable in the original dataset based on the information gain algorithm. Secondly, it standardizes every variable’s dimension in the dataset. And, then, according to the information entropy, it allocates the weight for each standardized characteristic variable. Finally, it utilizes the relative-principal-components model established for fault diagnosis. Furthermore, the simulation experiments based on Tennessee Eastman process and Wine datasets demonstrate the feasibility and effectiveness of the new method.

scholarly journals Fault Diagnosis Method Based on Gap Metric Data Preprocessing and Principal Component Analysis

2018 ◽  
Vol 2018 ◽  
pp. 1-9 ◽  
Author(s):  
Zihan Wang ◽  
Chenglin Wen ◽  
Xiaoming Xu ◽  
Siyu Ji
Keyword(s):  
Principal Component Analysis ◽  
Fault Diagnosis ◽  
Dimensional Space ◽  
Principal Component ◽  
Data Preprocessing ◽  
Component Analysis ◽  
Gap Metric ◽  
Preprocessing Method ◽  
Original Dataset ◽  
Diagnosis Method

Principal component analysis (PCA) is widely used in fault diagnosis. Because the traditional data preprocessing method ignores the correlation between different variables in the system, the feature extraction is not accurate. In order to solve it, this paper proposes a kind of data preprocessing method based on the Gap metric to improve the performance of PCA in fault diagnosis. For different types of faults, the original dataset transformation through Gap metric can reflect the correlation of different variables of the system in high-dimensional space, so as to model more accurately. Finally, the feasibility and effectiveness of the proposed method are verified through simulation.

A strategy for selecting diverse accessions using Principal Component Analysis from a large germplasm collection of soybean

2003 ◽  
Vol 1 (2-3) ◽  
pp. 151-156 ◽  
Author(s):  
R. L Sapra ◽  
S. K. Lal
Keyword(s):  
Principal Component Analysis ◽  
Sample Size ◽  
Principle Component Analysis ◽  
Quantitative Traits ◽  
Germplasm Collection ◽  
Principal Component ◽  
Target Population ◽  
Component Analysis ◽  
Principle Component ◽  
The Individual

AbstractWe suggest a diversity-dependent strategy, based on Principle Component Analysis, for selecting distinct accessions/parents for breeding from a soybean germplasm collection comprising of 463 lines, characterized and evaluated for 10 qualitative and eight quantitative traits. A sample size of six accessions included all the three states, namely low, medium and high of the individual quantitative traits, while a sample of 16–19 accessions included all the 60–64 distinct states of qualitative as well as quantitative traits. Under certain assumptions, the paper also develops an expression for estimating the size of a target population for capturing maximum variability in a sample three accessions.

scholarly journals Support vector regression is an improvement for principle component analysis

2021 ◽  
Vol 23 (06) ◽  
pp. 1699-1715
Author(s):  
Mohamed, A. M. ◽  
◽  
Abdel Latif, S. H ◽  
Alwan, A. S. ◽  
◽  
...  
Keyword(s):  
Principal Component Analysis ◽  
Support Vector Regression ◽  
Principle Component Analysis ◽  
Mean Squared Error ◽  
Principal Component ◽  
Component Analysis ◽  
Kernel Functions ◽  
Coefficient Of Determination ◽  
Support Vector ◽  
Principle Component

The principle component analysis is used more frequently as a variables reduction technique. And recently, an evolving group of studies makes use of machine learning regression algorithms to improve the estimation of empirical models. One of the most frequently used machines learning regression models is support vector regression with various kernel functions. However, an ensemble of support vector regression and principal component analysis is also possible. So, this paper aims to investigate the competence of support vector regression techniques after performing principal component analysis to explore the possibility of reducing data and having more accurate estimations. Some new proposals are introduced and the behavior of two different models 𝜀𝜀-SVR and 𝑣𝑣-SVR are compared through an extensive simulation study under four different kernel functions; linear, radial, polynomial, and sigmoid kernel functions, with different sample sizes, ranges from small, moderate to large. The models are compared with their counterparts in terms of coefficient of determination (𝑅𝑅2 ) and root mean squared error (RMSE). The comparative results show that applying SVR after PCA models improve the results in terms of SV numbers between 30% and 60% on average and it can be applied with real data. In addition, the linear kernel function gave the best values rather than other kernel functions and the sigmoid kernel gave the worst values. Under 𝜀𝜀-SVR the results improved which did not happen with 𝑣𝑣-SVR. It is also drawn that, RMSE values decreased with increasing sample size.

Principle Component Analysis Based on New Symmetric Similarity Measures for Heavy-Tailed Data

2018 ◽  
Vol 17 (04) ◽  
pp. 1850029
Author(s):  
Mohammad Seidpisheh ◽  
Adel Mohammadpour
Keyword(s):  
Principal Component Analysis ◽  
Similarity Measure ◽  
Principle Component Analysis ◽  
Similarity Measures ◽  
Principal Component ◽  
Component Analysis ◽  
Principle Component ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed ◽  
Artificial Datasets

We consider the principal component analysis (PCA) for the heavy-tailed distributions. A traditional measure for the classical PCA is the covariance measure. Due to the non-existence of variance of many heavy-tailed distributions, this measure cannot be used for them. We will clarify how to perform PCA in heavy-tailed data by extending a similarity measure based on covariance. We introduce similarity measures based on a new dependence coefficient of heavy-tailed distributions. Using real and artificial datasets, the performance of the proposed PCA is evaluated and compared with the classical one.

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