python pca主成分_超越“经典” PCA：功能主成分分析（FPCA）应用于使用Python的时间序列...

最新推荐文章于 2022-11-30 11:51:32 发布

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最新推荐文章于 2022-11-30 11:51:32 发布

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原文链接：https://towardsdatascience.com/beyond-classic-pca-functional-principal-components-analysis-fpca-applied-to-time-series-with-python-914c058f47a0

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本文介绍了如何使用Python进行超越经典的主成分分析（PCA），即功能主成分分析（FPCA），并将其应用于时间序列数据。通过FPCA，可以更有效地理解和降维复杂的时间演变模式。

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python pca主成分

FPCA is traditionally implemented with R but the “FDASRSF” package from J. Derek Tucker will achieve similar (and even greater) results in Python.

FPCA传统上是使用R实现的，但是J. Derek Tucker的“ FDASRSF ”软件包将在Python中获得相似(甚至更高)的结果。

If you have reached this page, you are probably familiar with PCA.

如果您已到达此页面，则可能熟悉PCA。

Principal Components Analysis is part of the Data Science exploration toolkit as it provides many benefits: reducing dimensions of a large dataset, preventing multi-collinearity, etc.

主成分分析是数据科学探索工具包的一部分，因为它具有许多优点：减少大型数据集的维数，防止多重共线性等。

There are many articles out there that explain the benefits of PCA and, if needed, I suggest you to have a look at this one which summarizes my understanding of this methodology:

那里有很多文章解释了PCA的好处，如果需要的话，我建议您看一下这篇文章，总结一下我对这种方法的理解：

“功能性” PCA背后的直觉 (The intuition behind the “Functional” PCA)

In a standard PCA process, we define Eigenvectors to convert the original dataset into a smaller one with fewer dimensions and for which most of the initial dataset variance is preserved (usually 90 or 95%).

在标准PCA流程中，我们定义特征向量以将原始数据集转换为尺寸较小的较小数据集，并为此保留了大部分初始数据集差异(通常为90％或95％)。

Image for post — Initial dataset (blue crosses) and the corresponding first two Eigenvectors

Now let’s imagine that the patterns of the time-series have more importance than their absolute variance. For example, you would like to compare physical phenomena such as signals, temperatures’ variation, production batches, etc.. Functional Principal Components Analysis will act this way by determining the corresponding underlying functions!

现在，让我们想象一下时间序列的模式比其绝对方差更重要。例如，您想比较诸如信号，温度变化，生产批次等物理现象。功能主成分分析将通过确定相应的基础功能来执行此操作！

Let’s take the example of the temperatures’ variation over a year across different locations in a four-seasons country: we can assume that there is a global trend from cold in winter to hot during summertime.

让我们以一个四个季节的国家中不同位置一年中温度的变化为例：我们可以假设存在从冬季寒冷到夏季炎热的全球趋势。

We can also assume that the regions close to the ocean wi