| 引用本文: | 胡庆军,吴翊.主方差分析方法.[J].国防科技大学学报,2000,22(2):117-120.[点击复制] |
| HU Qingjun,WU Yi.The Method of Principal Variance Analysis[J].Journal of National University of Defense Technology,2000,22(2):117-120[点击复制] |
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| 主方差分析方法 |
| 胡庆军, 吴翊 |
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(国防科技大学 理学院, 湖南 长沙 410073)
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| 摘要: |
| 该文提出一种对高维随机向量X=(x1,x2,…,xp)′p×1进行降维处理的实用方法, 其基本思想是利用矩阵的扫描运算, 构造X的很少几个综合指标(称为主方差变量)以反映X的统计特性。给出了该方法的理论依据和直观解释以及算法。特别指出, 当变量X多重相关性突出时, 该文方法显著地优于主成分分析方法。 |
| 关键词: 多元分析 多重相关性 主方差变量 贡献率 筛选算法 扫描运算 |
| DOI： |
| 投稿日期：1999-09-15 |
| 基金项目: |
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| The Method of Principal Variance Analysis |
| HU Qingjun, WU Yi |
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(College of Science, National Univ. of Defense Technology, Changsha 410073, China)
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| Abstract: |
| A practical method that reduces the dimensions of a high dimensional random vector X=(x1, x2,…,xp)′p×1 is put forward. Its fundamental idea is, with the sweep operation o f matrix , to structure a few synthetical indexes (called principal variance variables) of X to depict X 's statistical feature. The theoretical foundation, audio-visual explanation and algorithm of the method are given. The method is markedly superior to of principal component analysis especially when X has serious multi-correlation. |
| Keywords: multivariate analysis multi-correlation, principal variance variables contribution rate selecting algorithm sweep operation |
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