Wang, H., M. Chen, X. Shi, N. Li——IEEE Transactions on Cybernetics: Principal Component Analysis for Normal-Distribution-Valued Symbolic Data
时间:2016-02-23
This paper puts forward a new approach to principal component analysis (PCA) for normal-distribution-valued symbolic data, which has a vast potential of applications in the economic and management field. We derive a full set of numerical characteristics and variance-covariance structure for such data, which forms the foundation for our analytical PCA approach. Our approach is able to use all of the variance information in the original data than the prevailing representative-type approach in the