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A Method of L1-Norm Principal Component Analysis for Functional Data

机译:功能数据的L1-NAR主成分分析方法

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摘要

Recently, with the popularization of intelligent terminals, research on intelligent big data has been paid more attention. Among these data, a kind of intelligent big data with functional characteristics, which is called functional data, has attracted attention. Functional data principal component analysis (FPCA), as an unsupervised machine learning method, plays a vital role in the analysis of functional data. FPCA is the primary step for functional data exploration, and the reliability of FPCA plays an important role in subsequent analysis. However, classical L2-norm functional data principal component analysis (L2-norm FPCA) is sensitive to outliers. Inspired by the multivariate data L1-norm principal component analysis methods, we propose an L1-norm functional data principal component analysis method (L1-norm FPCA). Because the proposed method utilizes L1-norm, the L1-norm FPCs are less sensitive to the outliers than L2-norm FPCs which are the characteristic functions of symmetric covariance operator. A corresponding algorithm for solving the L1-norm maximized optimization model is extended to functional data based on the idea of the multivariate data L1-norm principal component analysis method. Numerical experiments show that L1-norm FPCA proposed in this paper has a better robustness than L2-norm FPCA, and the reconstruction ability of the L1-norm principal component analysis to the original uncontaminated functional data is as good as that of the L2-norm principal component analysis.
机译:最近,随着智能终端的普及,智能大数据的研究得到了更多的关注。在这些数据中,一种具有功能特性的智能大数据,称为功能数据,引起了关注。功能数据主成分分析(FPCA)作为无监督机器学习方法,在功能数据的分析中起着至关重要的作用。 FPCA是功能数据探索的主要步骤,FPCA的可靠性在随后的分析中起重要作用。但是,古典L2-NOM功能数据主成分分析(L2-NORM FPCA)对异常值敏感。灵感来自多元数据L1-NORM主成分分析方法,我们提出了L1-NOM功能数据主成分分析方法(L1-NORM FPCA)。因为所提出的方法利用L1-NOM,所以L1-NOM FPC对比L2-NARM FPC的异常值不太敏感,这是对称协方差操作员的特征函数。基于多元数据L1-NAR规范主成分分析方法的思想,求解L1-NOM最大化优化模型的相应算法扩展到功能数据。数值实验表明,本文提出的L1-NARM FPCA具有比L2-NOM FPCA更好的鲁棒性,并且L1-NARM主成分分析对原始无污染功能数据的重建能力与L2-NOR的重建能力一样好主成分分析。

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