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Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: theoretical aspects

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Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: theoretical aspects

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Camacho Páez, J.; Ferrer Riquelme, AJ. (2012). Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: theoretical aspects. Journal of Chemometrics. 26(1):361-373. https://doi.org/10.1002/cem.2440

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Metadatos del ítem

Título: Cross-validation in PCA models with the element-wise k-fold (ekf) algorithm: theoretical aspects
Autor: Camacho Páez, José Ferrer Riquelme, Alberto José
Entidad UPV: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Universitat Politècnica de València. Departamento de Ingeniería de Sistemas y Automática - Departament d'Enginyeria de Sistemes i Automàtica
Fecha difusión:
Resumen:
[EN] Cross-validation has become one of the principal methods to adjust the meta-parameters in predictive models. Extensions of the cross-validation idea have been proposed to select the number of components in principal ...[+]
Palabras clave: Principal component analysis , Number of components , Cross-validation , Missing data , Compression
Derechos de uso: Reserva de todos los derechos
Fuente:
Journal of Chemometrics. (issn: 0886-9383 )
DOI: 10.1002/cem.2440
Editorial:
Wiley
Versión del editor: https://dx.doi.org/10.1002/cem.2440
Código del Proyecto:
info:eu-repo/grantAgreement/MICINN//DPI2011-28112-C04-02/ES/MONITORIZACION, INFERENCIA, OPTIMIZACION Y CONTROL MULTI-ESCALA: DE CELULAS A BIORREACTORES. (MULTISCALES)/
Agradecimientos:
Research in this area is partially supported by the Spanish Ministry of Economy and Competitiveness and FEDER funds from the European Union through grant DPI2011-28112-C04-02. Jose Camacho was funded by the Juan de la ...[+]
Tipo: Artículo

References

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Nomikos, P., & MacGregor, J. F. (1995). Multivariate SPC Charts for Monitoring Batch Processes. Technometrics, 37(1), 41-59. doi:10.1080/00401706.1995.10485888 [+]
Wold, S. (1978). Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models. Technometrics, 20(4), 397-405. doi:10.1080/00401706.1978.10489693

Eastment, H. T., & Krzanowski, W. J. (1982). Cross-Validatory Choice of the Number of Components From a Principal Component Analysis. Technometrics, 24(1), 73-77. doi:10.1080/00401706.1982.10487712

Nomikos, P., & MacGregor, J. F. (1995). Multivariate SPC Charts for Monitoring Batch Processes. Technometrics, 37(1), 41-59. doi:10.1080/00401706.1995.10485888

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