Principal components analysis
Principal components analysis (PCA) is a technique used to reduce multidimensional
data sets to lower dimensions for analysis. Depending on the field of application, it is also named the discrete Karhunen-
Loève transform, the
Hotelling transform or proper orthogonal decomposition (POD).PCA is mostly used as a tool in
exploratory data analysis and for making predictive models. PCA involves the calculation of the
eigenvalue decomposition or
Singular value decomposition of a data set, usually after mean centering the data for each attribute. The results of a PCA are usually discussed in terms of component scores and loadings.
See more at Wikipedia.org...
Principal Components Analysis
A linear dimensionality reduction technique, which identifies orthogonal directions of maximum variance in the original data, and projects the data into a lower-dimensionality space formed of a sub-set of the highest-variance components (Bishop, 1995).
See also,
Factor Analysis and
Neural Networks .
principal components analysis