主成分分析法

(1)目的及方法概述:
we intend to rank the * based on the correlation between the ’s identity and our focus. Since we make use of indicator with complex interactions ,we ought to extract a few principle indicators from the original ones. And give them different weights to compute the final score to rank the *.
The PCA(principle component analysis)is an ideal method to tackle this problem with high efficiency. PCA uses linear equation to combine the original indicatiors, generating principle components with the maximized variance. The variance of a component was defined an its amount of information.
(2)具体描述及步骤:
标准化、计算相关系数矩阵、特征值的计算:
这里写图片描述

这里写图片描述

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这里写图片描述

(3)具体计算工具(包括具体的赋权步骤):spass:
http://blog.sina.com.cn/s/blog_a032adb90101k47u.html

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