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Relevant bibliographies by topics / Principal component analysis / Dissertations / Theses

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Dissertations / Theses on the topic 'Principal component analysis'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Nunes, Madalena Baioa Paraíso. "Portfolio selection : a study using principal component analysis." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14598.

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Mestrado em Finanças<br>Nesta tese aplicámos a análise de componentes principais ao mercado bolsista português usando os constituintes do índice PSI-20, de Julho de 2008 a Dezembro de 2016. Os sete primeiros componentes principais foram retidos, por se ter verificado que estes representavam as maiores fontes de risco deste mercado em específico. Assim, foram construídos sete portfólios principais e comparámo-los com outras estratégias de alocação. Foram construídos o portfólio 1/N (portfólio com investimento igual para cada um dos 26 ativos), o PPEqual (portfólio com igual investimento em cada

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2

Kpamegan, Neil Racheed. "Robust Principal Component Analysis." Thesis, American University, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10784806.

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<p> In multivariate analysis, principal component analysis is a widely popular method which is used in many different fields. Though it has been extensively shown to work well when data follows multivariate normality, classical PCA suffers when data is heavy-tailed. Using PCA with the assumption that the data follows a stable distribution, we will show through simulations that a new method is better. We show the modified PCA can be used for heavy-tailed data and that we can more accurately estimate the correct number of components compared to classical PCA and more accurately identify the subs

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3

Akinduko, Ayodeji Akinwumi. "Multiscale principal component analysis." Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/36616.

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The problem of approximating multidimensional data with objects of lower dimension is a classical problem in complexity reduction. It is important that data approximation capture the structure(s) and dynamics of the data, however distortion to data by many methods during approximation implies that some geometric structure(s) of the data may not be preserved during data approximation. For methods that model the manifold of the data, the quality of approximation depends crucially on the initialization of the method. The first part of this thesis investigates the effect of initialization on manif

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4

Der, Ralf, Ulrich Steinmetz, Gerd Balzuweit, and Gerrit Schüürmann. "Nonlinear principal component analysis." Universität Leipzig, 1998. https://ul.qucosa.de/id/qucosa%3A34520.

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We study the extraction of nonlinear data models in high-dimensional spaces with modified self-organizing maps. We present a general algorithm which maps low-dimensional lattices into high-dimensional data manifolds without violation of topology. The approach is based on a new principle exploiting the specific dynamical properties of the first order phase transition induced by the noise of the data. Moreover we present a second algorithm for the extraction of generalized principal curves comprising disconnected and branching manifolds. The performance of the algorithm is demonstrated for both

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5

Solat, Karo. "Generalized Principal Component Analysis." Diss., Virginia Tech, 2018. http://hdl.handle.net/10919/83469.

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The primary objective of this dissertation is to extend the classical Principal Components Analysis (PCA), aiming to reduce the dimensionality of a large number of Normal interrelated variables, in two directions. The first is to go beyond the static (contemporaneous or synchronous) covariance matrix among these interrelated variables to include certain forms of temporal (over time) dependence. The second direction takes the form of extending the PCA model beyond the Normal multivariate distribution to the Elliptically Symmetric family of distributions, which includes the Normal, the Student'

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6

Fučík, Vojtěch. "Principal component analysis in Finance." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264205.

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The main objective of this thesis is to summarize and possibly interconnect the existing methodology on principal components analysis, hierarchical clustering and topological organization in the financial and economic networks, linear regression and GARCH modeling. In the thesis the clustering ability of PCA is compared with the more conventional approaches on a set of world stock market indices returns in different time periods where the time division is represented by The World Financial Crisis of 2007-2009. It is also observed whether the clustering of DJIA index components is underlied by

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7

Wedlake, Ryan Stuart. "Robust principal component analysis biplots." Thesis, Link to the online version, 2008. http://hdl.handle.net/10019/929.

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8

Brennan, Victor L. "Principal component analysis with multiresolution." [Gainesville, Fla.] : University of Florida, 2001. http://etd.fcla.edu/etd/uf/2001/ank7079/brennan%5Fdissertation.pdf.

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Thesis (Ph. D.)--University of Florida, 2001.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 124 p.; also contains graphics. Vita. Includes bibliographical references (p. 120-123).

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9

Cadima, Jorge Filipe Campinos Landerset. "Topics in descriptive Principal Component Analysis." Thesis, University of Kent, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.314686.

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10

Isaac, Benjamin. "Principal component analysis based combustion models." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209278.

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Energy generation through combustion of hydrocarbons continues to dominate, as the most common method for energy generation. In the U.S. nearly 84% of the energy consump- tion comes from the combustion of fossil fuels. Because of this demand there is a continued need for improvement, enhancement and understanding of the combustion process. As computational power increases, and our methods for modelling these complex combustion systems improve, combustion modelling has become an important tool in gaining deeper insight and understanding for these complex systems. The constant state of change in

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11

Alfonso, Miñambres Javier de. "Face recognition using principal component analysis." Master's thesis, Universidade de Aveiro, 2010. http://hdl.handle.net/10773/10221.

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Mestrado em Engenharia Electrónica e Telecomunicações<br>The purpose of this dissertation was to analyze the image processing method known as Principal Component Analysis (PCA) and its performance when applied to face recognition. This algorithm spans a subspace (called facespace) where the faces in a database are represented with a reduced number of features (called feature vectors). The study focused on performing various exhaustive tests to analyze in what conditions it is best to apply PCA. First, a facespace was spanned using the images of all the people in the database. We obtaine

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12

Roveroni, Alessandro <1997&gt. "Principal Component Analysis on ESG data." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19941.

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The objective of the dissertation is to perform a principal component analysis on ESG data. The ESG database is provided by the ESG-Credit.eu project and contains information of 11.104 firms of all Europe. The research focuses on companies residing in French, Italy and Germany. The data present in the database are extracted from three different sources of information: Bloomberg, Thomson Reuters Eikon and CDP. The number of overall measures collected is 609 distributed among the three main pillars of the ESG score: Environment, Social and Governance. In the 20th century, ESG has played a crucia

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13

Burka, Zak. "Perceptual audio classification using principal component analysis /." Online version of thesis, 2010. http://hdl.handle.net/1850/12247.

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14

Patak, Zdenek. "Robust principal component analysis via projection pursuit." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/29737.

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In principal component analysis (PCA), the principal components (PC) are linear combinations of the variables that minimize some objective function. In the classical setup the objective function is the variance of the PC's. The variance of the PC's can be easily upset by outlying observations; hence, Chen and Li (1985) proposed a robust alternative for the PC's obtained by replacing the variance with an M-estimate of scale. This approach cannot achieve a high breakdown point (BP) and efficiency at the same time. To obtain both high BP and efficiency, we propose to use MM- and τ-estimates in pl

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15

Monahan, Adam Hugh. "Nonlinear principal component analysis of climate data." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ48678.pdf.

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16

Nilsson, Jakob, and Tim Lestander. "Detecting network failures using principal component analysis." Thesis, Linköpings universitet, Institutionen för datavetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-132258.

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The dataset is ﬁrst analyzed on a basic level by looking at the correlations between number of measurements and average download speed for every day. Second, our PCA-based methodology applied on the dataset, taking into account many factors, including the number of correlated measurements. The results from each analysis is compared and evaluated. Based on the results, we give insights to just how efﬁcient the tested methods are and what improvements that can be made on the methods.This thesis investigates the efﬁciency of a methodology that ﬁrst performs a Principal Component Analysis (PCA), f

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17

Dauwe, Alexander. "Principal component analysis of the yield curve." Master's thesis, NSBE - UNL, 2009. http://hdl.handle.net/10362/9439.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>This report deals with one of the remaining key problems in financial decision taking: the forecast of the term structure at different time horizons. Specifically: I will forecast the Euro Interest Rate Swap with a macro factor augmented autoregressive principal component model. I achieve forecasts that significantly outperform the Random Walk for medium to long term horizons when using a short rolling time window. Including macro factors lead

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18

Graner, Johannes. "On Asymptotic Properties of Principal Component Analysis." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-420649.

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19

Li, Liubo Li. "Trend-Filtered Projection for Principal Component Analysis." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1503277234178696.

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20

Broadbent, Lane David. "Recognition of Infrastructure Events Using Principal Component Analysis." BYU ScholarsArchive, 2016. https://scholarsarchive.byu.edu/etd/6197.

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Information Technology systems generate system log messages to allow for the monitoring of the system. In increasingly large and complex systems the volume of log data can overwhelm the analysts tasked with monitoring these systems. A system was developed that utilizes Principal Component Analysis to assist the analyst in the characterization of system health and events. Once trained, the system was able to accurately identify a state of heavy load on a device with a low false positive rate. The system was also able to accurately identify an error condition when trained on a single event. The

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21

Khwambala, Patricia Helen. "The importance of selecting the optimal number of principal components for fault detection using principal component analysis." Master's thesis, University of Cape Town, 2012. http://hdl.handle.net/11427/11930.

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Includes summary.<br>Includes bibliographical references.<br>Fault detection and isolation are the two fundamental building blocks of process monitoring. Accurate and efficient process monitoring increases plant availability and utilization. Principal component analysis is one of the statistical techniques that are used for fault detection. Determination of the number of PCs to be retained plays a big role in detecting a fault using the PCA technique. In this dissertation focus has been drawn on the methods of determining the number of PCs to be retained for accurate and effective fault detect

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22

Chen, Shaokang. "Robust discriminative principal component analysis for face recognition /." [St. Lucia, Qld.], 2005. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18934.pdf.

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23

Dimitrov, Darko [Verfasser]. "Geometric applications of principal component analysis / Darko Dimitrov." Berlin : Freie Universität Berlin, 2009. http://d-nb.info/102346392X/34.

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24

Binongo, Jose Nilo G. "Stylometry and its implementation by principal component analysis." Thesis, University of Ulster, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.311585.

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25

Tan, Murat Hasan. "Principal component analysis for signal-based system identification." Thesis, University of Southampton, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.430735.

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26

Kharva, Mohamed. "Monitoring of froth systems using principal component analysis." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52945.

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Thesis (MScEng)--Stellenbosch University, 2002.<br>ENGLISH ABSTRACT: Flotation is notorious for its susceptibility to process upsets and consequently its poor performance, making successful flotation control systems an elusive goal. The control of industrial flotation plants is often based en the visual appearance of the froth phase, and depends to a large extent on the experience and ability of a human operator. Machine vision systems provide a novel solution to several of the problems encountered in conventional flotation systems for monitoring and control. The rapid development in co

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27

See, Kyoungah. "Three-mode principal component analysis in designed experiments." Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/40079.

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28

Al-Kandari, Noriah Mohammed. "Variable selection and interpretation in principal component analysis." Thesis, University of Aberdeen, 1998. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU067766.

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In many research fields such as medicine, psychology, management and zoology, large numbers of variables are sometimes measured on each individual. As a result, the researcher will end up with a huge data set consisting of large number of variables, say p. Using this collected data set in any statistical analyses may cause several troubles. Thus, many cases demand a prior selection of the best subset of variables of size q, with q « p, to represent the entire data set in any data analysis. Evidently, the best subset of size q for some specified objective can always be determined by investigati

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Li, Xiaomeng. "Human Promoter Recognition Based on Principal Component Analysis." Thesis, The University of Sydney, 2008. http://hdl.handle.net/2123/3656.

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This thesis presents an innovative human promoter recognition model HPR-PCA. Principal component analysis (PCA) is applied on context feature selection DNA sequences and the prediction network is built with the artificial neural network (ANN). A thorough literature review of all the relevant topics in the promoter prediction field is also provided. As the main technique of HPR-PCA, the application of PCA on feature selection is firstly developed. In order to find informative and discriminative features for effective classification, PCA is applied on the different n-mer promoter and exon combin

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Li, Xiaomeng. "Human Promoter Recognition Based on Principal Component Analysis." University of Sydney, 2008. http://hdl.handle.net/2123/3656.

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Master of Engineering<br>This thesis presents an innovative human promoter recognition model HPR-PCA. Principal component analysis (PCA) is applied on context feature selection DNA sequences and the prediction network is built with the artificial neural network (ANN). A thorough literature review of all the relevant topics in the promoter prediction field is also provided. As the main technique of HPR-PCA, the application of PCA on feature selection is firstly developed. In order to find informative and discriminative features for effective classification, PCA is applied on the different n-mer

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31

Khawaja, Antoun. "Automatic ECG analysis using principal component analysis and wavelet transformation." Karlsruhe Univ.-Verl. Karlsruhe, 2007. http://www.uvka.de/univerlag/volltexte/2007/227/.

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32

Schmid, Martin. "Anwendung der Principal Component Analysis auf die Commodity-Preise." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02282663001/$FILE/02282663001.pdf.

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33

Skittides, Christina. "Statistical modelling of wind energy using Principal Component Analysis." Thesis, Heriot-Watt University, 2015. http://hdl.handle.net/10399/2930.

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The statistical method of Principal Component Analysis (PCA) is developed here from a time-series analysis method used in nonlinear dynamical systems to a forecasting tool and a Measure-Correlate-Predict (MCP) and then applied to wind speed data from a set of Met. Office stations from Scotland. PCA for time-series analysis is a method to separate coherent information from noise of measurements arising from some underlying dynamics and can then be used to describe the underlying dynamics. In the first step, this thesis shows that wind speed measurements from one or more weather stations can be

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34

Shannak, Kamal Majed. "On Non-Linear Principal Component Analysis for Process Monitoring." Fogler Library, University of Maine, 2004. http://www.library.umaine.edu/theses/pdf/ShannakKM2004.pdf.

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35

ABDELWAHAB, MOATAZ MAHMOUD. "NOVEL FACIAL IMAGE RECOGNITION TECHNIQUES EMPLOYING PRINCIPAL COMPONENT ANALYSIS." Doctoral diss., University of Central Florida, 2007. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/2181.

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Recently, pattern recognition/classification has received considerable attention in diverse engineering fields such as biomedical imaging, speaker identification, fingerprint recognition, and face recognition, etc. This study contributes novel techniques for facial image recognition based on the Two dimensional principal component analysis in the transform domain. These algorithms reduce the storage requirements by an order of magnitude and the computational complexity by a factor of 2 while maintaining the excellent recognition accuracy of the recently reported methods. The proposed recogniti

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Ragozzine, Brett A. "Modeling the Point Spread Function Using Principal Component Analysis." Ohio University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1224684806.

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37

Brock, James L. "Acoustic classification using independent component analysis /." Link to online version, 2006. https://ritdml.rit.edu/dspace/handle/1850/2067.

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38

Chivers, Daniel Stephen. "Human Action Recognition by Principal Component Analysis of Motion Curves." Wright State University / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=wright1353374113.

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39

Teixeira, Sérgio Coichev. "Utilização de análise de componentes principais em séries temporais." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-09052013-224741/.

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Um dos principais objetivos da análise de componentes principais consiste em reduzir o número de variáveis observadas em um conjunto de variáveis não correlacionadas, fornecendo ao pesquisador subsídios para entender a variabilidade e a estrutura de correlação dos dados observados com uma menor quantidade de variáveis não correlacionadas chamadas de componentes principais. A técnica é muito simples e amplamente utilizada em diversos estudos de diferentes áreas. Para construção, medimos a relação linear entre as variáveis observadas pela matriz de covariância ou pela matriz de correlação. Entre

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Cao, Zisheng, and 曹子晟. "Incremental algorithms for multilinear principal component analysis of tensor objects." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hdl.handle.net/10722/208151.

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In recent years, massive data sets are generated in many areas of science and business, and are gathered by using advanced data acquisition techniques. New approaches are therefore required to facilitate effective data management and data analysis in this big data era, especially to analyze multidimensional data for real-time applications. This thesis aims at developing generic and effective algorithms for compressing and recovering online multidimensional data, and applying such algorithms in image processing and other related areas. Since multidimensional data are usually represented by t

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Roy, Samita. "Pyrite oxidation in coal-bearing strata : controls on in-situ oxidation as a precursor of acid mine drainage formation." Thesis, Durham University, 2002. http://etheses.dur.ac.uk/3753/.

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Pyrite oxidation in coal-bearing strata is recognised as the main precursor to Acidic Mine Drainage (AMD) generation. Predicting AMD quality and quantity for remediation, or proposed extraction, requires assessment of interactions between oxidising fluids and pyrite, and between oxidation products and groundwater. Current predictive methods and models rarely account for individual mineral weathering rates, or their distribution within rock. Better constraints on the importance of such variables in controlling rock leachate are required to provide more reliable predictions of AMD quality. In th

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Söderström, Ulrik. "Very Low Bitrate Video Communication : A Principal Component Analysis Approach." Doctoral thesis, Umeå universitet, Institutionen för tillämpad fysik och elektronik, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1808.

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A large amount of the information in conversations come from non-verbal cues such as facial expressions and body gesture. These cues are lost when we don't communicate face-to-face. But face-to-face communication doesn't have to happen in person. With video communication we can at least deliver information about the facial mimic and some gestures. This thesis is about video communication over distances; communication that can be available over networks with low capacity since the bitrate needed for video communication is low. A visual image needs to have high quality and resolution to be seman

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Verdebout, Thomas. "Optimal inference for one-sample and multisample principal component analysis." Doctoral thesis, Universite Libre de Bruxelles, 2008. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210448.

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Parmi les outils les plus classiques de l'Analyse Multivariée, les Composantes Principales sont aussi un des plus anciens puisqu'elles furent introduites il y a plus d'un siècle par Pearson (1901) et redécouvertes ensuite par Hotelling (1933). Aujourd'hui, cette méthode est abondamment utilisée en Sciences Sociales, en Economie, en Biologie et en Géographie pour ne citer que quelques disciplines. Elle a pour but de réduire de façon optimale (dans un certain sens) le nombre de variables contenues dans un jeu de données.<p>A ce jour, les méthodes d'inférence utilisées en Analyse en Composantes P

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Harasti, Paul Robert. "Hurricane properties by principal component analysis of Doppler radar data." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq53836.pdf.

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Yang, Libin. "An Application of Principal Component Analysis to Stock Portfolio Management." Thesis, University of Canterbury. Department of economics and finance, 2015. http://hdl.handle.net/10092/10293.

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This thesis investigates the application of principal component analysis to the Australian stock market using ASX200 index and its constituents from April 2000 to February 2014. The first ten principal components were retained to present the major risk sources in the stock market. We constructed portfolio based on each of the ten principal components and named these “principal portfolios

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Wu, Rui. "A comparison study of principal component analysis and nonlinear principal component analysis." 2007. http://etd.lib.fsu.edu/theses/available/etd-04042007-191940.

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Thesis (M.S.)--Florida State University, 2007.<br>Advisor: Jerry F. Magnan, Florida State University, College of Arts and Sciences, Dept. of Mathematics. Title and description from dissertation home page (viewed July 12, 2007). Document formatted into pages; contains xi, 68 pages. Includes bibliographical references.

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Kurylowicz, Martin. "Principal Component Analysis of Gramicidin." Thesis, 2010. http://hdl.handle.net/1807/24790.

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Computational research making use of molecular dynamics (MD) simulations has begun to expand the paradigm of structural biology to include dynamics as the mediator between structure and function. This work aims to expand the utility of MD simulations by developing Principal Component Analysis (PCA) techniques to extract the biologically relevant information in these increasingly complex data sets. Gramicidin is a simple protein with a very clear functional role and a long history of experimental, theoretical and computational study, making it an ideal candidate for detailed quantitative study

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48

Wijnen, Michael. "Online Tensor Robust Principal Component Analysis." Thesis, 2018. http://hdl.handle.net/1885/170630.

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Tensor Robust Principal Component Analysis (TRPCA) is a procedure for recovering a data structure that has been corrupted by noise. In this thesis, a proof (inspired by Lu et al. (2018)) is given that TRPCA successfully performs this operation. An online optimisation algorithm to perform this procedure for p-dimensional tensors is proposed (based on a similar algorithm for the 3-dimensional case from Z. Zhang, Liu, Aeron, & Vetro (2016)). The required tensor identities to apply a proof of convergence (similar to the approach of Feng, Xu, & Yan (2013)

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Tseng, Chi-Chieh, and 鄭期傑. "Earthquake Detection By Principal Component Analysis." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/88853561622128415704.

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碩士<br>國立臺灣科技大學<br>資訊工程系<br>104<br>Earthquake is a major disaster in many countries, and its effect can be devastating. Due to the challenges in predicting earthquakes, researchers have turned their attention to detecting the occurrence of an earthquake as soon as possible, a concept known as earthquake early warning (EEW). In this paper, we propose a novel method for detecting earthquakes based on Principal Component Analysis (PCA), built upon the Palert seismic sensor network in Taiwan. By building statistical models for the behavior of the network, we can better understand the behavior durin

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Chao, Hsiang-Chi, and 趙湘琪. "3-way data principal component analysis." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/39703156662028311670.

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