Sequential Logistic Principal Component Analysis (SLPCA): Dimensional Reduction in Streaming Multivariate Binary-State System

16 Jul 2014 Zhaoyi Kang Costas J. Spanos

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use profile. Principal Component Analysis (PCA), is the classical way of dimensional reduction... (read more)

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