Service Analytics

6.Principal Component Analysis

5 Prep-Steps for the PCA

Prep 1: Data Matrix
Prep 2: Mean, Variance, Covariance
Prep 3: Covariance Matrix
Prep 4: Simple connection between C and X if X is centered --> 
Prep 5: Variable Space
Each observation xi = (xi1,xi2, . . . xim)T is a point (or vector) in the m-dimensional variable space spanned by the m standard basis vectors e1, e2, . . . , em. The standard basis is orthonormal, i.e. pairwise orthogonal, e e = 0, and has unit length ∥ei∥ = 1.
 
VL!!!! Formelnb

Diskussion