Principal component analysis for histogram-valued data

This paper introduces a principal component methodology for analysing histogram-valued data under the symbolic data domain. Currently, no comparable method exists for this type of data. The proposed method uses a symbolic covariance matrix to determine the principal component space. The resulting observations on principal component space are presented as polytopes for visualization. Numerical representation of the resulting polytopes via histogram-valued output is also presented. The necessary algorithms are included. The technique is illustrated on a weather data set.     

Symbolic Covariance Principal Component Analysis and Visualization for Interval-Valued Data

This article proposes a new approach to principal component analysis (PCA) for interval-valued data. Unlike classical observations, which are represented by single points in p-dimensional space ?^p, interval-valued observations are represented by hyper-rectangles in ?^p, and as such, have an internal structure that does not exist in classical observations. As a consequence, statistical methods for classical data must be modified to account for the structure of the hyper-rectangles before they can be applied to interval-valued data. This article extends the classical PCA method to interval-valued data by using the so-called symbolic covariance to determine the principal component (PC) space to reflect the total variation of interval-valued data. The article also provides a new approach to constructing the observations in a PC space for better visualization. This new representation of the observations reflects their true structure in the PC space. Supplementary materials for this article are available online.     

股票综合评价的符号数据PCA方法

符号数据分析是一种新兴的数据挖掘技术,区间数是最常用的一种符号数据。研究应用区间型符号数据的PCA方法来评价股票的市场综合表现问题。首先介绍了符号数据分析的基本理论。接下来研究了区间数据样本的经验描述统计量的计算,并基于经验相关矩阵,给出了区间主成分分析的算法,该算法最终得到区间数表达形式的主成分取值。最后选取上海证券交易市场20支股票在某一周上的交易数据,进行了实证研究,基于区间主成分得分的矩形图表示,将20支股票按其市场综合表现分成了四类。     

Functional outlier detection with robust functional principal component analysis

Functional principal component analysis is the preliminary step to represent the data in a lower dimensional space and to capture the main modes of variability of the data by means of small number of components which are linear combinations of original variables. Sensitivity of the variance and the covariance functions to irregular observations make this method vulnerable to outliers and may not capture the variation of the regular observations. In this study, we propose a robust functional principal component analysis to find the linear combinations of the original variables that contain most of the information, even if there are outliers and to flag functional outliers. We demonstrate the performance of the proposed method on an extensive simulation study and two datasets from chemometrics and environment.     

Interval-valued intuitionistic fuzzy combined weighted averaging operator for group decision making

Determining the attribute weights, in the multiple attribute group decision-making analysis with interval-valued intuitionistic fuzzy information, plays a crucial role because of its direct effect on the optimal alternative. In this paper, we develop a new attribute weight based on the support and entropy measure of attribute values. Then, the interval-valued intuitionistic fuzzy combined weighted averaging (IVIFCWA) operator is proposed and its some primary properties are discussed. The IVIFCWA operator’s attribute values take the form of interval-valued intuitionistic fuzzy numbers and the principal component of the interval-valued intuitionistic fuzzy number is fully taken into account. Finally, a numerical example concerning the investment strategy is given to illustrate the validity and applicability of the proposed method.     

Espaces metriques constitutes de classes de polytopes convexes lies aux problemes decomposition

We introduce in the space of translation classes of polytopes a metric which is related to the Minkowski decomposition of polytopes. In this metric space the connected components of topological dimension one are shown to coincide with the translation classes of indecomposable polytopes.     

Best two‐parameter rational approximation algorithm of given order: a variation of adaptive Fourier decomposition

The concept of mono‐component is widely used in nonstationary signal processing and time‐frequency analysis. In this paper, we construct several classes of complete rational function systems in the Hardy space, whose boundary values are mono‐components. Then, we propose a best approximation algorithm (BAA) based on optimal selections of two parameters in the orthonormal bases according to the approximation error. Effectiveness of BAA is evaluated by comparison experiments with the classical Fourier decomposition algorithm. It is also shown that BAA has promising results for filtering out noises and dealing with real‐world signals. Copyright © 2014 John Wiley & Sons, Ltd.     

A principal component method to impute missing values for mixed data

We propose a new method to impute missing values in mixed data sets. It is based on a principal component method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical in the construction of the principal components. Because the imputation uses the principal axes and components, the prediction of the missing values is based on the similarity between individuals and on the relationships between variables. The properties of the method are illustrated via simulations and the quality of the imputation is assessed using real data sets. The method is compared to a recent method (Stekhoven and Buhlmann Bioinformatics 28:113–118, 2011) based on random forest and shows better performance especially for the imputation of categorical variables and situations with highly linear relationships between continuous variables.     

模糊数测度空间上模糊值函数的模糊值积分的Fubini定理

建立卡氏积空间 (X×Y,S× T)上的乘积区间值测度和乘积模糊值测度 ,证明模糊值测度空间上模糊值函数的模糊值积分的 Fubini定理。     

Dynamique de la diffusion de l'erreur sur plusieurs polytopes

We discuss algorithms for scheduling, greedy for the Euclidean norm, with inputs in a family of polytopes lying in an affine space and the corresponding outputs chosen among the vertices of the respective polytopes. Such scheduling problems arise in various settings. We provide simple examples where the error remains bounded, including cases when there are infinitely many polytopes. In the case of a single polytope the boundedness of the cumulative error is known to be equivalent to the existence of an invariant region for a dynamical system in the affine space that contains this polytope. We show here that, on the contrary, no bounded invariant region can be found in affine space in general, as soon as there are at least two different polytopes. To cite this article: C. Tresser, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

Sliced Coordinate Analysis for Effective Dimension Reduction and Nonlinear Extensions

Sliced inverse regression (SIR) is an important method for reducing the dimensionality of input variables. Its goal is to estimate the effective dimension reduction directions. In classification settings, SIR is closely related to Fisher discriminant analysis. Motivated by reproducing kernel theory, we propose a notion of nonlinear effective dimension reduction and develop a nonlinear extension of SIR called kernel SIR (KSIR). Both SIR and KSIR are based on principal component analysis. Alternatively, based on principal coordinate analysis, we propose the dual versions of SIR and KSIR, which we refer to as sliced coordinate analysis (SCA) and kernel sliced coordinate analysis (KSCA), respectively. In the classification setting, we also call them discriminant coordinate analysis and kernel discriminant coordinate analysis. The computational complexities of SIR and KSIR rely on the dimensionality of the input vector and the number of input vectors, respectively, while those of SCA and KSCA both rely on the number of slices in the output. Thus, SCA and KSCA are very efficient dimension reduction methods.     

基于区间犹豫模糊信息双向投影技术的双边匹配决策方法

近年来,双边匹配决策问题受到学者们的广泛关注,然而区间犹豫模糊信息双向投影技术的双边匹配决策问题的研究并不多见。因此,针对基于区间犹豫模糊信息下的双边匹配问题,本文提出了一种基于区间犹豫模糊信息双向投影技术的双边匹配决策方法。给出了区间犹豫模糊信息下的双边匹配问题的描述;依据双边主体给出的偏好信息构造区间犹豫模糊矩阵,运用双向投影法对区间犹豫模糊矩阵进行技术处理,构造双向投影矩阵;采用传统Topsis思想构造贴近度矩阵;在此基础上,构建了该双边匹配问题的优化模型,并使用组合满意度法对优化模型进行求解,从而得到了双边主体间的匹配结果;最后,通过算例说明了所提方法的有效性和可行性。     

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??n this paper, we propose composite quantile regression for functional linear model with dependent data, in which the errors are from a short-range dependent and strictly stationary linear process. The functional principal component analysis is employed to approximate the slope function and the functional predictive variable respectively to construct an estimator of the slope function, and the convergence rate of the estimator is obtained under some regularity conditions. Simulation studies and a real data analysis are presented for illustration of the performance of the proposed estimator.     

Optimal dimension reduction for high-dimensional and functional time series

Dimension reduction techniques are at the core of the statistical analysis of high-dimensional and functional observations. Whether the data are vector- or function-valued, principal component techniques, in this context, play a central role. The success of principal components in the dimension reduction problem is explained by the fact that, for any \(K\le p\), the K first coefficients in the expansion of a p-dimensional random vector \(\mathbf{X}\) in terms of its principal components is providing the best linear K-dimensional summary of \(\mathbf X\) in the mean square sense. The same property holds true for a random function and its functional principal component expansion. This optimality feature, however, no longer holds true in a time series context: principal components and functional principal components, when the observations are serially dependent, are losing their optimal dimension reduction property to the so-called dynamic principal components introduced by Brillinger in 1981 in the vector case and, in the functional case, their functional extension proposed by Hörmann, Kidziński and Hallin in 2015.     

The chain and substitution rules of interval-valued intuitionistic fuzzy calculus

The interval-valued intuitionistic fuzzy set proposed by Atanassov is the extension of intuitionistic fuzzy set. It extends the membership degree and non-membership to interval values instead of a single value. So it contains more possible values and maybe more considerate. Among all the researches, the exploration on the calculus of interval-valued intuitionistic fuzzy set is entirely new. Recently, Zhao et al. (Int J Comput Intell Syst 9:36–56, 2016) proposed the concept of interval-valued intuitionistic fuzzy function (IVIFF) and gave a calculation method of derivative and differential of IVIFF. Based on this work, in this paper, firstly, we utilize a new and easier method to express the derivative and differential of IVIFF. Secondly, we propose the chain rules of derivative and the form invariance of differential in the interval-valued intuitionistic fuzzy environment. In addition, some properties of the substation rules for interval-valued intuitionistic fuzzy indefinite integrals and definite integrals are also developed.     

基于主成分——BP神经网络的期货市场预测

结合主成分分析法和神经网络的优点,提出了基于主成分分析的神经网络方法来对期货市场进行预测.引入主成分分析法对原始输入变量进行预处理,选择输入变量的主成分作为网络输入,一方面减少了输入维度,消除了各输入变量的相关性;另一方面提高了网络的收敛性和稳定性,也简化了网络的结构.通过实例验证,基于主成分的神经网络比一般神经网络训练精度更高.     

Extension of the VIKOR method for group decision making with interval-valued intuitionistic fuzzy information

The aim of this paper is to extend the VIKOR method for multiple attribute group decision making in interval-valued intuitionistic fuzzy environment, in which all the preference information provided by the decision-makers is presented as interval-valued intuitionistic fuzzy decision matrices where each of the elements is characterized by interval-valued intuitionistic fuzzy number, and the information about attribute weights is partially known, which is an important research field in decision science and operation research. First, we use the interval-valued intuitionistic fuzzy hybrid geometric operator to aggregate all individual interval-valued intuitionistic fuzzy decision matrices provided by the decision-makers into the collective interval-valued intuitionistic fuzzy decision matrix, and then we use the score function to calculate the score of each attribute value and construct the score matrix of the collective interval-valued intuitionistic fuzzy decision matrix. From the score matrix and the given attribute weight information, we establish an optimization model to determine the weights of attributes, and then determine the interval-valued intuitionistic positive-ideal solution and interval-valued intuitionistic negative-ideal solution. We use the different distances to calculate the particular measure of closeness of each alternative to the interval-valued intuitionistic positive-ideal solution. According to values of the particular measure, we rank the alternatives and then select the most desirable one(s). Finally, a numerical example is used to illustrate the applicability of the proposed approach.     

Multiple imputation in principal component analysis

The available methods to handle missing values in principal component analysis only provide point estimates of the parameters (axes and components) and estimates of the missing values. To take into account the variability due to missing values a multiple imputation method is proposed. First a method to generate multiple imputed data sets from a principal component analysis model is defined. Then, two ways to visualize the uncertainty due to missing values onto the principal component analysis results are described. The first one consists in projecting the imputed data sets onto a reference configuration as supplementary elements to assess the stability of the individuals (respectively of the variables). The second one consists in performing a principal component analysis on each imputed data set and fitting each obtained configuration onto the reference one with Procrustes rotation. The latter strategy allows to assess the variability of the principal component analysis parameters induced by the missing values. The methodology is then evaluated from a real data set.     

Composite Quantile Regression for Functional Linear Models with Dependent Errors

n this paper, we propose composite quantile regression for functional linear model with dependent data, in which the errors are from a short-range dependent and strictly stationary linear process. The functional principal component analysis is employed to approximate the slope function and the functional predictive variable respectively to construct an estimator of the slope function, and the convergence rate of the estimator is obtained under some regularity conditions. Simulation studies and a real data analysis are presented for illustration of the performance of the proposed estimator.     

Evolutionary learning of fuzzy grey cognitive maps for the forecasting of multivariate,interval-valued time series

Time series are built as a result of real-valued observations ordered in time; however, in some cases, the values of the observed variables change significantly, and those changes do not produce useful information. Therefore, within defined periods of time, only those bounds in which the variables change are considered. The temporal sequence of vectors with the interval-valued elements is called a ‘multivariate interval-valued time series.’ In this paper, the problem of forecasting such data is addressed. It is proposed to use fuzzy grey cognitive maps (FGCMs) as a nonlinear predictive model. Using interval arithmetic, an evolutionary algorithm for learning FGCMs is developed, and it is shown how the new algorithm can be applied to learn FGCMs on the basis of historical time series data. Experiments with real meteorological data provided evidence that, for properly-adjusted learning and prediction horizons, the proposed approach can be used effectively to the forecasting of multivariate, interval-valued time series. The domain-specific interpretability of the FGCM-based model that was obtained also is confirmed.