Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions.
Wydawca
Czasopismo
Rocznik
Tom
Numer
Strony
95-105
Opis fizyczny
Daty
wydano
2013-12-01
online
2013-12-10
Twórcy
autor
- Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614 Poznań, Poland, mkrzysko@amu.edu.pl
autor
- Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614 Poznań, Poland, lwaszak@amu.edu.pl
Bibliografia
- Krzyśko M. (2009): Podstawy wielowymiarowego wnioskowania statysty- cznego [Foundations of multidimensional statistical inference]. Wydawnictwo Naukowe UAM, Poznan.
- Leurgans S.E., Moyeed R.A., Silverman B.W. (1993): Canonical correlation analy- sis when the data are curves. Journal of the Royal Statistical Society B 55(3): 725{740.
- Ramsay J.O., Danzell C.J. (1991): Some tools for functional data analysis. Journal of the Royal Statistical Society B 53: 539-572.
- Ramsay J.O., Silverman B.W. (2005): Functional Data Analysis. Second Edition, Springer.
- Schott J.R. (2005): Matrix Analysis for Statistics. Second Edition, Wiley, New York.
- Seber G.A.F. (1984): Multivariate Observations. Wiley, New York.
- Shmueli G. (2010): To explain or to predict? Statistical Science 25(3): 289{310. [Crossref][WoS]
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_2478_bile-2013-0020