Springer.Principal.Component.Analysis.2002

Springer.Principal.Component.Analysis.2002

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页数:519页

时间:2019-03-13

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1、PrincipalComponentAnalysis,SecondEditionI.T.JolliffeSpringerPrefacetotheSecondEditionSincethefirsteditionofthebookwaspublished,agreatdealofnewma-terialonprincipalcomponentanalysis(PCA)andrelatedtopicshasbeenpublished,andthetimeisnowripeforanewedition.Althoughthesizeofthebookha

2、snearlydoubled,thereareonlytwoadditionalchapters.Allthechaptersinthefirsteditionhavebeenpreserved,althoughtwohavebeenrenumbered.Allhavebeenupdated,someextensively.Inthisupdat-ingprocessIhaveendeavouredtobeascomprehensiveaspossible.Thisisreflectedinthenumberofnewreferences,which

3、substantiallyexceedsthoseinthefirstedition.GiventherangeofareasinwhichPCAisused,itiscertainthatIhavemissedsometopics,andmycoverageofotherswillbetoobriefforthetasteofsomereaders.Thechoiceofwhichnewtopicstoemphasizeisinevitablyapersonalone,reflectingmyowninterestsandbiases.Inpart

4、icular,atmosphericscienceisarichsourceofbothapplica-tionsandmethodologicaldevelopments,butitslargecontributiontothenewmaterialispartlyduetomylong-standinglinkswiththearea,andnotbecauseofalackofinterestingdevelopmentsandexamplesinotherfields.Forexample,therearelargeliteraturesi

5、npsychometrics,chemometricsandcomputersciencethatareonlypartiallyrepresented.Duetoconsid-erationsofspace,noteverythingcouldbeincluded.Themainchangesarenowdescribed.Chapters1to4describingthebasictheoryandprovidingasetofexam-plesaretheleastchanged.Itwouldhavebeenpossibletosubst

6、itutemorerecentexamplesforthoseofChapter4,butasthepresentonesgiveniceillustrationsofthevariousaspectsofPCA,therewasnogoodreasontodoso.OneoftheseexampleshasbeenmovedtoChapter1.Oneextraprop-viPrefacetotheSecondEditionerty(A6)hasbeenaddedtoChapter2,withPropertyA6inChapter3becomi

7、ngA7.Chapter5hasbeenextendedbyfurtherdiscussionofanumberofordina-tionandscalingmethodslinkedtoPCA,inparticularvarietiesofthebiplot.Chapter6hasseenamajorexpansion.TherearetwopartsofChapter6concernedwithdecidinghowmanyprincipalcomponents(PCs)toretainandwithusingPCAtochooseasubs

8、etofvariables.Bothofthesetopicshavebeenthesubjectofconsiderableresea

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