中国科学技术大学学报 ›› 2014, Vol. 44 ›› Issue (11): 881-886.DOI: 10.3969/j.issn.0253-2778.2014.11.001
• 原创论文 • 下一篇
陆 玮
收稿日期:
修回日期:
出版日期:
发布日期:
通讯作者:
作者简介:
基金资助:
LU Wei
Received:
Revised:
Online:
Published:
摘要： 提出了一种基于残余矩阵方差的主因子数估计方法（RVR方法），判断标准是扣除不同因子后，残余矩阵方差显现出差异性.列出了RVR对模拟数据和实验数据的处理结果，并且与其他方法进行了比较，结果表明RVR方法对主因子数的估计效果较好.
关键词: 主因子数, 主成分分析, 特征值, 特征向量, 残余矩阵
Abstract: A method of estimating the number of primary factors based on residual matrix variance (RVR) was presented, whose criterion is the difference between reduced matrices after deducting different numbers of factors. Meanwhile, the results of the simulated and experimental data obtained by using RVR were presented. A comparison between RVR and several typical methods indicates that RVR has good performance in estimating primary factors.
Key words: number of principal factors, principal component analysis, eigenvalue, eigenvector, reduced matrix
陆 玮，邵利民. 一种基于残余矩阵方差的主因子数估计方法[J]. 中国科学技术大学学报, 2014, 44(11): 881-886.
LU Wei, SHAO Limin. Estimation of the number of primary factors based on residual matrix variance ratio[J]. Journal of University of Science and Technology of China, 2014, 44(11): 881-886.
0 / / 推荐
导出引用管理器 EndNote|Ris|BibTeX
链接本文: http://just-cn.ustc.edu.cn/CN/10.3969/j.issn.0253-2778.2014.11.001
http://just-cn.ustc.edu.cn/CN/Y2014/V44/I11/881
