• Title/Summary/Keyword: 함수 주성분 분석

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Hierarchically penalized sparse principal component analysis (계층적 벌점함수를 이용한 주성분분석)

  • Kang, Jongkyeong;Park, Jaeshin;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.135-145
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    • 2017
  • Principal component analysis (PCA) describes the variation of multivariate data in terms of a set of uncorrelated variables. Since each principal component is a linear combination of all variables and the loadings are typically non-zero, it is difficult to interpret the derived principal components. Sparse principal component analysis (SPCA) is a specialized technique using the elastic net penalty function to produce sparse loadings in principal component analysis. When data are structured by groups of variables, it is desirable to select variables in a grouped manner. In this paper, we propose a new PCA method to improve variable selection performance when variables are grouped, which not only selects important groups but also removes unimportant variables within identified groups. To incorporate group information into model fitting, we consider a hierarchical lasso penalty instead of the elastic net penalty in SPCA. Real data analyses demonstrate the performance and usefulness of the proposed method.

Analysis of the Spatial and Temporal Variability of NDVI Time Series in South Korea (남한지역 정규식생지수의 시공간 변화도 분석)

  • Kim, Gwang-Seob;Yim, Tae-Kyung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.119-122
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    • 2005
  • 정규식생지수는 일반적으로 식생의 활력도를 나타나는 지표로서 널리 사용되고 있다. 최근에는 정규식생지수가 특정지역의 강우량과 온도의 계절 및 경년변화와 어떤 상관관계를 가지며 기후변화는 식생지수에 어떠한 영향을 미치는지 등에 관한 연구가 활발히 수행되고 있다. 본 연구에서는 1981년부터 2001년까지의 NOAA/AVHRR 영상으로부터 계산된 남한지역 정규식생지수의 주성분 분석을 통해 자료의 공간변화패턴을 분석하고 경험적 직교함수를 이용하여 시간적 변화 양상을 파악하였다. 분석결과 정규식생지수의 공간변화도는 첫 주성분에 의하여 약 $60\%$ 정도 설명되어지며 첫 주성분은 남한지역의 지형 자료 패턴을 따르고 두 번째 주성분은 전체 변화도의 약 $17\%$를 나타내며 강한 남북기울기를 보여주는 것은 계절변화와 상관한 위도변화에 따른 정규식생지수의 변화를 나타낸다. 그리고 소양강댐 및 안동댐 유역의 정규식생지수, 강우량 및 유입량 상관관계 분석 결과 정규식생지수의 계절변화와 경년변화는 강우량의 변화에 그리 민감하지 않은 것으로 나타났다.

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Design of Optimized Radial Basis Function Neural Networks Classifier with the Aid of Principal Component Analysis and Linear Discriminant Analysis (주성분 분석법과 선형판별 분석법을 이용한 최적화된 방사형 기저 함수 신경회로망 분류기의 설계)

  • Kim, Wook-Dong;Oh, Sung-Kwun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.22 no.6
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    • pp.735-740
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    • 2012
  • In this paper, we introduce design methodologies of polynomial radial basis function neural network classifier with the aid of Principal Component Analysis(PCA) and Linear Discriminant Analysis(LDA). By minimizing the information loss of given data, Feature data is obtained through preprocessing of PCA and LDA and then this data is used as input data of RBFNNs. The hidden layer of RBFNNs is built up by Fuzzy C-Mean(FCM) clustering algorithm instead of receptive fields and linear polynomial function is used as connection weights between hidden and output layer. In order to design optimized classifier, the structural and parametric values such as the number of eigenvectors of PCA and LDA, and fuzzification coefficient of FCM algorithm are optimized by Artificial Bee Colony(ABC) optimization algorithm. The proposed classifier is applied to some machine learning datasets and its result is compared with some other classifiers.

Functional Data Analysis of Temperature and Precipitation Data (기온 강수량 자료의 함수적 데이터 분석)

  • Kang, Kee-Hoon;Ahn, Hong-Se
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.431-445
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    • 2006
  • In this paper we review some methods for analyzing functional data and illustrate real application of functional data analysis. Representing methods for functional data by using basis function, analyzing functional variation by functional principal component analysis and functional linear models are reviewed. For a real application, we use temperature and precipitation data measured in Korea from the January of 1970 to the May of 2004. We apply functional principal component analysis for each data and test the significance of regional division done by using shining hours. We also estimate functional regression model for temperature and precipitation.

Median HRIR Customization via Principal Components Analysis (주성분 분석을 이용한 HRIR 맞춤 기법)

  • Hwang, Sung-Mok;Park, Young-Jin
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.17 no.7 s.124
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    • pp.638-648
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    • 2007
  • A principal components analysis of the entire median HRIRs in the CIPIC HRTF database reveals that the individual HRIRs can be adequately reconstructed by a linear combination of several orthonormal basis functions. The basis functions represent the inter-individual and inter-elevation variations in median HRIRs. There exist elevation-dependent tendencies in the weights of basis functions, and the basis functions can be ordered according to the magnitude of standard deviation of the weights at each elevation. We propose a HRIR customization method via tuning of the weights of 3 dominant basis functions corresponding to the 3 largest standard deviations at each elevation. Subjective listening test results show that both front-back reversal and vertical perception can be improved with the customized HRIRs.

Face Recognition by Combining Linear Discriminant Analysis and Radial Basis Function Network Classifiers (선형판별법과 레이디얼 기저함수 신경망 결합에 의한 얼굴인식)

  • Oh Byung-Joo
    • The Journal of the Korea Contents Association
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    • v.5 no.6
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    • pp.41-48
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    • 2005
  • This paper presents a face recognition method based on the combination of well-known statistical representations of Principal Component Analysis(PCA), and Linear Discriminant Analysis(LDA) with Radial Basis Function Networks. The original face image is first processed by PCA to reduce the dimension, and thereby avoid the singularity of the within-class scatter matrix in LDA calculation. The result of PCA process is applied to LDA classifier. In the second approach, the LDA process Produce a discriminational features of the face image, which is taken as the input of the Radial Basis Function Network(RBFN). The proposed approaches has been tested on the ORL face database. The experimental results have been demonstrated, and the recognition rate of more than 93.5% has been achieved.

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On-line Nonlinear Principal Component Analysis for Nonlinear Feature Extraction (비선형 특징 추출을 위한 온라인 비선형 주성분분석 기법)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.31 no.3
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    • pp.361-368
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    • 2004
  • The purpose of this study is to propose a new on-line nonlinear PCA(OL-NPCA) method for a nonlinear feature extraction from the incremental data. Kernel PCA(KPCA) is widely used for nonlinear feature extraction, however, it has been pointed out that KPCA has the following problems. First, applying KPCA to N patterns requires storing and finding the eigenvectors of a N${\times}$N kernel matrix, which is infeasible for a large number of data N. Second problem is that in order to update the eigenvectors with an another data, the whole eigenspace should be recomputed. OL-NPCA overcomes these problems by incremental eigenspace update method with a feature mapping function. According to the experimental results, which comes from applying OL-NPCA to a toy and a large data problem, OL-NPCA shows following advantages. First, OL-NPCA is more efficient in memory requirement than KPCA. Second advantage is that OL-NPCA is comparable in performance to KPCA. Furthermore, performance of OL-NPCA can be easily improved by re-learning the data.

FPCA for volatility from high-frequency time series via R-function (FPCA를 통한 고빈도 시계열 변동성 분석: R함수 소개와 응용)

  • Yoon, Jae Eun;Kim, Jong-Min;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.805-812
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    • 2020
  • High-frequency data are now prevalent in financial time series. As a functional data arising from high-frequency financial time series, we are concerned with the intraday volatility to which functional principal component analysis (FPCA) is applied in order to achieve a dimension reduction. A review on FPCA and R function is made and high-frequency KOSPI volatility is analysed as an application.

Comparison of Head-related Transfer Function Models Based on Principal Components Analysis (주성분 분석법을 이용한 머리전달함수 모형화 기법의 성능 비교)

  • Hwang, Sung-Mok;Park, Young-Jin;Park, Youn-Sik
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.6
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    • pp.642-653
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    • 2008
  • This study deals with modeling of head-related transfer functions(HRTFs) using principal components analysis(PCA) in the time and frequency domains. Four PCA models based on head-related impulse responses(HRIRs), complex-valued HRTFs, augmented HRTFs, and log-magnitudes of HRTFs are investigated. The objective of this study is to compare modeling performances of the PCA models in the least-squares sense and to show the theoretical relationship between the PCA models. In terms of the number of principal components needed for modeling, the PCA model based on HRIR or augmented HRTFs showed more efficient modeling performance than the PCA model based on complex-valued HRTFs. The PCA model based on HRIRs in the time domain and that based on augmented HRTFs in the frequency domain are shown to be theoretically equivalent. Modeling performance of the PCA model based on log-magnitudes of HRTFs cannot be compared with that of other PCA models because the PCA model deals with log-scaled magnitude components only, whereas the other PCA models consider both magnitude and phase components in linear scale.

Estimation of S&T Knowledge Production Function Using Principal Component Regression Model (주성분 회귀모형을 이용한 과학기술 지식생산함수 추정)

  • Park, Su-Dong;Sung, Oong-Hyun
    • Journal of Korea Technology Innovation Society
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    • v.13 no.2
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    • pp.231-251
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    • 2010
  • The numbers of SCI paper or patent in science and technology are expected to be related with the number of researcher and knowledge stock (R&D stock, paper stock, patent stock). The results of the regression model showed that severe multicollinearity existed and errors were made in the estimation and testing of regression coefficients. To solve the problem of multicollinearity and estimate the effect of the independent variable properly, principal component regression model were applied for three cases with S&T knowledge production. The estimated principal component regression function was transformed into original independent variables to interpret properly its effect. The analysis indicated that the principal component regression model was useful to estimate the effect of the highly correlate production factors and showed that the number of researcher, R&D stock, paper or patent stock had all positive effect on the production of paper or patent.

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