A least squares approach to Principal Component Analysis for interval valued data


Principal Component Analysis (PCA) is a well known technique the aim of which is to synthesize huge amounts of numerical data by means of a low number of unobserved variables, called components. In this paper, an extension of PCA to deal with interval valued data is proposed. The method, called Midpoint Radius Principal Component Analysis (MR-PCA) recovers the underlying structure of interval valued data by using both the midpoints (or centers) and the radii (a measure of the interval width) information. In order to analyze how MR-PCA works, the results of a simulation study and two applications on chemical data are proposed.Principal Component Analysis, Least squares approach, Interval valued data, Chemical data

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Research Papers in Economics

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Last time updated on 7/6/2012View original full text link

This paper was published in Research Papers in Economics.

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