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Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

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Index 469PC algorithms with noise 400sequential or simultaneous 380single layer/multi-layer 413, 414see also computation, crosscorrelationasymmetricPCA, linear approximationasymmetric PCA, orientedPCAnominal data, see binary variables,contingency tables, discretevariablesnon-additive part of a two-waymodel, see interactions in atwo-way modelnon-centred PCA, see uncentredPCAnon-independent data, see samplesurveys, spatial data, timeseriesnon-linear PCA 20, 102, 343, 365,373–382, 388, 400, 413distance approach 376, 385Gifi approach 343, 374–377non-linear relationships 80, 85non-metric multidimensionalscaling, see scaling orordination techniquesnon-normal data/distributions 49,261, 373, 394–396normal (Gaussian) distribution 68,114, 131, 186, 189, 261probability plots 245see also multivariate normaldistributionnormalization constraints on PCcoefficients 6, 14, 25, 30, 72,154, 162, 211, 237, 271, 277,278, 286, 291, 297, 323, 387,404, 408, 410North Atlantic Oscillation (NAO)73, 296oblique factors/rotation 152–154,156, 162–165, 270, 271, 295,383see also rotationoceanography 8, 9, 303, 370O-mode to T-mode analyses 398optimal algebraic properties, seealgebraic propertiesordinal principal components 341ordination or scaling techniques,see scaling or ordinationtechniquesoriented PCA 401orthogonal factors/rotation153–155, 161–165, 166,270-274, 291see also rotationorthogonal projections, seeprojections onto a subspaceorthonormal linear transformations10, 11, 31, 37oscillatory behaviour in time series302-316, 329propagating waves 309, 311, 314,316, 329standing waves 309, 311, 316outliers 81, 98, 101, 134, 137, 219,232–248, 262–265, 268, 387,394Andrews’ curves 110, 242cells in a data matrix 385in quality control 240, 366–368with respect to correlationstructure 233–239, 242, 244,245, 248with respect to individualvariables 233–239, 242, 245,248see also detection of outliers,influential observationspainters, see artistic qualitiesparallel analysis 117, 127–129, 131,262parallel principal axes 379partial correlations 127, 157partial least squares (PLS) 167,168, 178, 183–185, 208, 229

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