The main advantage of using PCA for anomaly detection, compared to alternative techniques such as a neural autoencoder, is simplicity -- assuming you have a function that computes eigenvalues and ...

Principal Component Analysis (PCA) is widely used in data analysis and machine learning to reduce the dimensionality of a dataset. The goal is to find a set of linearly uncorrelated (orthogonal) ...

Principal component analysis (PCA) is a classical machine learning technique. The goal of PCA is to transform a dataset into one with fewer columns. This is called dimensionality reduction. The ...

Compositional data, consisting of vectors of proportions, have proved difficult to handle statistically because of the awkward constraint that the components of each vector must sum to unity. Moreover ...

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a p-variate time series such ...