Principal Modes of Variation for Processes With Continuous Sample Curves
作者:
P.E. Castro,
W.H. Lawton,
E.A. Sylvestre,
期刊:
Technometrics
(Taylor Available online 1986)
卷期:
Volume 28,
issue 4
页码: 329-337
ISSN:0040-1706
年代: 1986
DOI:10.1080/00401706.1986.10488151
出版商: Taylor & Francis Group
关键词: Continuous process;Karhunen–Loève expansion;Principal components;Linear mode
数据来源: Taylor
摘要:
Analysis of a process with continuous sample curves can be carried out in a manner similar to principal components analysis of vector processes. By appropriate definition of a best linear model in the continuous case, we show that principal modes of variation consist of eigenfunctions of the process covariance functionC(s,t). Procedures for estimation of these eigenfunctions from a finite sample of observed curves are given, and results are compared with principal components analysis of the same data.
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