Principal component analysis of the yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Constrained principal component analysis reveals functionally connected load-dependent networks involved in multiple stages of working memory

Constrained principal component analysis (CPCA) with a finite impulse response (FIR) basis set was used to reveal functionally connected networks and their temporal progression over a multistage verbal working memory trial in which memory load was varied. Four components were extracted, and all showed statistically significant sensitivity to the memory load manipulation. Additionally, two of the four components sustained this peak activity, both for approximately 3 s (Components 1 and 4). The functional networks that showed sustained activity were characterized by increased activations in the dorsal anterior cingulate cortex, right dorsolateral prefrontal cortex, and left supramarginal gyrus, and decreased activations in the primary auditory cortex and "default network" regions. The functional networks that did not show sustained activity were instead dominated by increased activation in occipital cortex, dorsal anterior cingulate cortex, sensori-motor cortical regions, and superior parietal cortex. The response shapes suggest that although all four components appear to be invoked at encoding, the two sustained-peak components are likely to be additionally involved in the delay period. Our investigation provides a unique view of the contributions made by a network of brain regions over the course of a multiple-stage working memory trial.

Analysis of diffusion tensor magnetic resonance imaging data using principal component analysis

An analysis method for diffusion tensor (DT) magnetic resonance imaging data is described, which, contrary to the standard method (multivariate fitting), does not require a specific functional model for diffusion-weighted (DW) signals. The method uses principal component analysis (PCA) under the assumption of a single fibre per pixel. PCA and the standard method were compared using simulations and human brain data. The two methods were equivalent in determining fibre orientation. PCA-derived fractional anisotropy and DT relative anisotropy had similar signal-to-noise ratio (SNR) and dependence on fibre shape. PCA-derived mean diffusivity had similar SNR to the respective DT scalar, and it depended on fibre anisotropy. Appropriate scaling of the PCA measures resulted in very good agreement between PCA and DT maps. In conclusion, the assumption of a specific functional model for DW signals is not necessary for characterization of anisotropic diffusion in a single fibre.

Ecological niche modeling and principal component analysis of Krameria Loefl. (Krameriaceae)

Krameria plants are found in arid regions of the Americas and present a floral system that attracts oil-collecting bees. Niche modeling and multivariate tools were applied to examine ecological and geographical aspects of the 18 species of this genus, using occurrence data obtained from herbaria and literature. Niche modeling showed the potential areas of occurrence for each species and the analysis of climatic variables suggested that North American species occur mostly in deserted or xeric ecoregions with monthly precipitation below 140 mm and large temperature ranges. South American species are mainly found in deserted ecoregions and subtropical savannas where monthly precipitation often exceeds 150 mm and temperature ranges are smaller. Principal Component Analysis (PCA) performed with values of temperature and precipitation showed that the distribution limits of Krameria species are primarily associated with maximum and minimum temperatures. Modeling of Krameria species proved to be a useful tool for analyzing the influence of the ecological niche variables in the geographical distribution of species, providing new information to guide future investigations. (C) 2011 Elsevier Ltd. All rights reserved.

Reduction capability of soil humic substances from the Rio Negro basin, Brazil, towards Hg(II) studied by a multimethod approach and principal component analysis (PCA)

This paper characterizes humic substances (HS) extracted from soil samples collected in the Rio Negro basin in the state of Amazonas, Brazil, particularly investigating their reduction capabilities towards Hg(II) in order to elucidate potential mercury cycling/volatilization in this environment. For this reason, a multimethod approach was used, consisting of both instrumental methods (elemental analysis, EPR, solid-state NMR, FIA combined with cold-vapor AAS of Hg(0)) and statistical methods such as principal component analysis (PCA) and a central composite factorial planning method. The HS under study were divided into groups, complexing and reducing ones, owing to different distribution of their functionalities. The main functionalities (cor)related with reduction of Hg(II) were phenolic, carboxylic and amide groups, while the groups related with complexation of Hg(II) were ethers, hydroxyls, aldehydes and ketones. The HS extracted from floodable regions of the Rio Negro basin presented a greater capacity to retain (to complex, to adsorb physically and/or chemically) Hg(II), while nonfloodable regions showed a greater capacity to reduce Hg(II), indicating that HS extracted from different types of regions contribute in different ways to the biogeochemical mercury cycle in the basin of the mid-Rio Negro, AM, Brazil. (c) 2007 Published by Elsevier B.V.

Genetic parameter estimates and principal component analysis of breeding values of reproduction and growth traits in female Canchim cattle

Phenotypic data from female Canchim beef cattle were used to obtain estimates of genetic parameters for reproduction and growth traits using a linear animal mixed model. In addition, relationships among animal estimated breeding values (EBVs) for these traits were explored using principal component analysis. The traits studied in female Canchim cattle were age at first calving (AFC), age at second calving (ASC), calving interval (CI), and bodyweight at 420 days of age (BW420). The heritability estimates for AFC, ASC, CI and BW420 were 0.03±0.01, 0.07±0.01, 0.06±0.02, and 0.24±0.02, respectively. The genetic correlations for AFC with ASC, AFC with CI, AFC with BW420, ASC with CI, ASC with BW420, and CI with BW420 were 0.87±0.07, 0.23±0.02, -0.15±0.01, 0.67±0.13, -0.07±0.13, and 0.02±0.14, respectively. Standardised EBVs for AFC, ASC and CI exhibited a high association with the first principal component, whereas the standardised EBV for BW420 was closely associated with the second principal component. The heritability estimates for AFC, ASC and CI suggest that these traits would respond slowly to selection. However, selection response could be enhanced by constructing selection indices based on the principal components. © CSIRO 2013.

Genetic parameter estimates and principal component analysis on performance and carcass traits of a terminal pig sire line

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Discrimination of Basal Cell Carcinoma and Melanoma from Normal Skin Biopsies in Vitro Through Raman Spectroscopy and Principal Component Analysis

Objective: Raman spectroscopy has been employed to discriminate between malignant (basal cell carcinoma [BCC] and melanoma [MEL]) and normal (N) skin tissues in vitro, aimed at developing a method for cancer diagnosis. Background data: Raman spectroscopy is an analytical tool that could be used to diagnose skin cancer rapidly and noninvasively. Methods: Skin biopsy fragments of similar to 2 mm(2) from excisional surgeries were scanned through a Raman spectrometer (830 nm excitation wavelength, 50 to 200 mW of power, and 20 sec exposure time) coupled to a fiber optic Raman probe. Principal component analysis (PCA) and Euclidean distance were employed to develop a discrimination model to classify samples according to histopathology. In this model, we used a set of 145 spectra from N (30 spectra), BCC (96 spectra), and MEL (19 spectra) skin tissues. Results: We demonstrated that principal components (PCs) 1 to 4 accounted for 95.4% of all spectral variation. These PCs have been spectrally correlated to the biochemicals present in tissues, such as proteins, lipids, and melanin. The scores of PC2 and PC3 revealed statistically significant differences among N, BCC, and MEL (ANOVA, p < 0.05) and were used in the discrimination model. A total of 28 out of 30 spectra were correctly diagnosed as N, 93 out of 96 as BCC, and 13 out of 19 as MEL, with an overall accuracy of 92.4%. Conclusions: This discrimination model based on PCA and Euclidean distance could differentiate N from malignant (BCC and MEL) with high sensitivity and specificity.

Brain areas involved in medial temporal lobe seizures: a principal component analysis of ictal SPECT data

The study describes brain areas involved in medial temporal lobe (mTL) seizures of 12 patients. All patients showed so-called oro-alimentary behavior within the first 20 s of clinical seizure manifestation characteristic of mTL seizures. Single photon emission computed tomography (SPECT) images of regional cerebral blood flow (rCBF) were acquired from the patients in ictal and interictal phases and from normal volunteers. Image analysis employed categorical comparisons with statistical parametric mapping and principal component analysis (PCA) to assess functional connectivity. PCA supplemented the findings of the categorical analysis by decomposing the covariance matrix containing images of patients and healthy subjects into distinct component images of independent variance, including areas not identified by the categorical analysis. Two principal components (PCs) discriminated the subject groups: patients with right or left mTL seizures and normal volunteers, indicating distinct neuronal networks implicated by the seizure. Both PCs were correlated with seizure duration, one positively and the other negatively, confirming their physiological significance. The independence of the two PCs yielded a clear clustering of subject groups. The local pattern within the temporal lobe describes critical relay nodes which are the counterpart of oro-alimentary behavior: (1) right mesial temporal zone and ipsilateral anterior insula in right mTL seizures, and (2) temporal poles on both sides that are densely interconnected by the anterior commissure. Regions remote from the temporal lobe may be related to seizure propagation and include positively and negatively loaded areas. These patterns, the covarying areas of the temporal pole and occipito-basal visual association cortices, for example, are related to known anatomic paths.