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Old 01-24-2020, 04:51 PM
jerrytuttle jerrytuttle is offline
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Default Principal Component Analysis

Let me rephrase my earlier post. I am having trouble understanding Principal Component Analysis, which I understand is now part of an Associate exam. Would someone kindly share a simple numerical example in Excel or R so I can follow the calculation, and also explain what one then does with the numerical result?

Thank you,
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Old 01-24-2020, 05:52 PM
PAC PAC is offline
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Elements of Statistical Learning may be helpful.

Also, there's a PCA Wiki page that may be informative.

Finally, a perhaps interesting visual example is shown here.
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Old 01-24-2020, 06:20 PM
BayesDeep BayesDeep is offline
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see PAC's links above.

I always liked this application of PCA to Yield Curve analysis: https://www.moodysanalytics.com/-/me...-Modelling.pdf

The numerical results of PCA create new attributes for your data (each principal component is a new column for each data point).

Common application of PCA for exploratory data analysis: calculate PCA, then use the top 2 components as axes for a scatterplot. See what patterns emerge and analyze for meaning (you'll have to figure out what the components mean)

Last edited by BayesDeep; 01-26-2020 at 12:24 AM..
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Old 02-19-2020, 12:08 PM
lolz lolz is offline
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