A Kernel Version of Functional Principal Component Analysis
A Kernel Version of Functional Principal Component Analysis
Author(s): Tomasz Górecki, Mirosław KrzyśkoSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: PCA;FPCA;kernel version of FPCA
Summary/Abstract: In this paper a new construction of functional principal components (FPCA) is proposed, based on principal components for vector data. A kernel version of FPCA is also presented. The quality of the two described methods was tested on 20 different data sets.
Journal: Statistics in Transition. New Series
- Issue Year: 13/2012
- Issue No: 3
- Page Range: 559-668
- Page Count: 10
- Language: English