Non-linear principal components analysis: an alternative method for finding patterns in environmental data

The main purpose of this article is to gain an insight into the relationships between variables describing the environmental conditions of the Far Northern section of the Great Barrier Reef, Australia, Several of the variables describing these conditions had different measurement levels and often they had non-linear relationships. Using non-linear principal component analysis, it was possible to acquire an insight into these relationships. Furthermore. three geographical areas with unique environmental characteristics could be identified. Copyright (c) 2005 John Wiley & Sons, Ltd.

Mixtures of probabilistic principal component analysers

Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a combination of local linear PCA projections. However, conventional PCA does not correspond to a probability density, and so there is no unique way to combine PCA models. Previous attempts to formulate mixture models for PCA have therefore to some extent been ad hoc. In this paper, PCA is formulated within a maximum-likelihood framework, based on a specific form of Gaussian latent variable model. This leads to a well-defined mixture model for probabilistic principal component analysers, whose parameters can be determined using an EM algorithm. We discuss the advantages of this model in the context of clustering, density modelling and local dimensionality reduction, and we demonstrate its application to image compression and handwritten digit recognition.

Identifying the component structure of job satisfaction by principal components analysis among extension officers in North West Province, South Africa

The component structure of a 34-item scale measuring different aspects of job satisfaction was investigated among extension officers in North West Province, South Africa. A simple random sampling technique was used to select 40 extension officers from which data were collected. A structured questionnaire consisting of 34 job satisfaction and 10 personal characteristic items was administered to the extension officers. Items on job satisfaction were measured at interval level and analyzedwith Principal ComponentAnalysis. Most of the respondents (82.5%) weremales, between 40 to 45 years, 85% were married and 87.5% had a diploma as their educational qualification. Furthermore, 54% of the households size between 4 to 6 persons, whereas 75% were Christians. The majority of the extension officers lived in their job area (82.5), while 80% covered at least 3 communities and 3 farmer groups. In terms of number of farmers covered, only 40% of the extension officers covered more than 500 farmers and 45% travelled more than 40 km to reach their farmers. From the job satisfaction items 9 components were extracted to show areas for job satisfaction among extension officers. These were in-service training, research policies, communicating recommended practices, financial support for self and family, quality of technical help, opportunity to advance education, management and control of operations, rewarding system and sanctions. The results have several implications for motivating extension officers for high job performance especially with large number of clients and small number of extension agents.

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^

Improved principal component monitoring using the local approach

This paper shows that current multivariate statistical monitoring technology may not detect incipient changes in the variable covariance structure nor changes in the geometry of the underlying variable decomposition. To overcome these deficiencies, the local approach is incorporated into the multivariate statistical monitoring framework to define two new univariate statistics for fault detection. Fault isolation is achieved by constructing a fault diagnosis chart which reveals changes in the covariance structure resulting from the presence of a fault. A theoretical analysis is presented and the proposed monitoring approach is exemplified using application studies involving recorded data from two complex industrial processes. © 2007 Elsevier Ltd. All rights reserved.

Multiple linear and principal component regressions for modelling ecotoxicity bioassay response

The ecotoxicological response of the living organisms in an aquatic system depends on the physical, chemical and bacteriological variables, as well as the interactions between them. An important challenge to scientists is to understand the interaction and behaviour of factors involved in a multidimensional process such as the ecotoxicological response.With this aim, multiple linear regression (MLR) and principal component regression were applied to the ecotoxicity bioassay response of Chlorella vulgaris and Vibrio fischeri in water collected at seven sites of Leça river during five monitoring campaigns (February, May, June, August and September of 2006). The river water characterization included the analysis of 22 physicochemical and 3 microbiological parameters. The model that best fitted the data was MLR, which shows: (i) a negative correlation with dissolved organic carbon, zinc and manganese, and a positive one with turbidity and arsenic, regarding C. vulgaris toxic response; (ii) a negative correlation with conductivity and turbidity and a positive one with phosphorus, hardness, iron, mercury, arsenic and faecal coliforms, concerning V. fischeri toxic response. This integrated assessment may allow the evaluation of the effect of future pollution abatement measures over the water quality of Leça River.

The underlying return generating factors for REIT returns: an application of independent component analysis

Multi-factor approaches to analysis of real estate returns have, since the pioneering work of Chan, Hendershott and Sanders (1990), emphasised a macro-variables approach in preference to the latent factor approach that formed the original basis of the arbitrage pricing theory. With increasing use of high frequency data and trading strategies and with a growing emphasis on the risks of extreme events, the macro-variable procedure has some deficiencies. This paper explores a third way, with the use of an alternative to the standard principal components approach – independent components analysis (ICA). ICA seeks higher moment independence and maximises in relation to a chosen risk parameter. We apply an ICA based on kurtosis maximisation to weekly US REIT data using a kurtosis maximising algorithm. The results show that ICA is successful in capturing the kurtosis characteristics of REIT returns, offering possibilities for the development of risk management strategies that are sensitive to extreme events and tail distributions.

A principal component approach to space-based gravitational wave astronomy

The current approach to data analysis for the Laser Interferometry Space Antenna (LISA) depends on the time delay interferometry observables (TDI) which have to be generated before any weak signal detection can be performed. These are linear combinations of the raw data with appropriate time shifts that lead to the cancellation of the laser frequency noises. This is possible because of the multiple occurrences of the same noises in the different raw data. Originally, these observables were manually generated starting with LISA as a simple stationary array and then adjusted to incorporate the antenna's motions. However, none of the observables survived the flexing of the arms in that they did not lead to cancellation with the same structure. The principal component approach is another way of handling these noises that was presented by Romano and Woan which simplified the data analysis by removing the need to create them before the analysis. This method also depends on the multiple occurrences of the same noises but, instead of using them for cancellation, it takes advantage of the correlations that they produce between the different readings. These correlations can be expressed in a noise (data) covariance matrix which occurs in the Bayesian likelihood function when the noises are assumed be Gaussian. Romano and Woan showed that performing an eigendecomposition of this matrix produced two distinct sets of eigenvalues that can be distinguished by the absence of laser frequency noise from one set. The transformation of the raw data using the corresponding eigenvectors also produced data that was free from the laser frequency noises. This result led to the idea that the principal components may actually be time delay interferometry observables since they produced the same outcome, that is, data that are free from laser frequency noise. The aims here were (i) to investigate the connection between the principal components and these observables, (ii) to prove that the data analysis using them is equivalent to that using the traditional observables and (ii) to determine how this method adapts to real LISA especially the flexing of the antenna. For testing the connection between the principal components and the TDI observables a 10x 10 covariance matrix containing integer values was used in order to obtain an algebraic solution for the eigendecomposition. The matrix was generated using fixed unequal arm lengths and stationary noises with equal variances for each noise type. Results confirm that all four Sagnac observables can be generated from the eigenvectors of the principal components. The observables obtained from this method however, are tied to the length of the data and are not general expressions like the traditional observables, for example, the Sagnac observables for two different time stamps were generated from different sets of eigenvectors. It was also possible to generate the frequency domain optimal AET observables from the principal components obtained from the power spectral density matrix. These results indicate that this method is another way of producing the observables therefore analysis using principal components should give the same results as that using the traditional observables. This was proven by fact that the same relative likelihoods (within 0.3%) were obtained from the Bayesian estimates of the signal amplitude of a simple sinusoidal gravitational wave using the principal components and the optimal AET observables. This method fails if the eigenvalues that are free from laser frequency noises are not generated. These are obtained from the covariance matrix and the properties of LISA that are required for its computation are the phase-locking, arm lengths and noise variances. Preliminary results of the effects of these properties on the principal components indicate that only the absence of phase-locking prevented their production. The flexing of the antenna results in time varying arm lengths which will appear in the covariance matrix and, from our toy model investigations, this did not prevent the occurrence of the principal components. The difficulty with flexing, and also non-stationary noises, is that the Toeplitz structure of the matrix will be destroyed which will affect any computation methods that take advantage of this structure. In terms of separating the two sets of data for the analysis, this was not necessary because the laser frequency noises are very large compared to the photodetector noises which resulted in a significant reduction in the data containing them after the matrix inversion. In the frequency domain the power spectral density matrices were block diagonals which simplified the computation of the eigenvalues by allowing them to be done separately for each block. The results in general showed a lack of principal components in the absence of phase-locking except for the zero bin. The major difference with the power spectral density matrix is that the time varying arm lengths and non-stationarity do not show up because of the summation in the Fourier transform.

Fingerprint analysis of eucommia bark by LC-DAD and LC-MS with the aid of chemometrics

Chromatographic fingerprints of 46 Eucommia Bark samples were obtained by liquid chromatography-diode array detector (LC-DAD). These samples were collected from eight provinces in China, with different geographical locations, and climates. Seven common LC peaks that could be used for fingerprinting this common popular traditional Chinese medicine were found, and six were identified as substituted resinols (4 compounds), geniposidic acid and chlorogenic acid by LC-MS. Principal components analysis (PCA) indicated that samples from the Sichuan, Hubei, Shanxi and Anhui—the SHSA provinces, clustered together. The other objects from the four provinces, Guizhou, Jiangxi, Gansu and Henan, were discriminated and widely scattered on the biplot in four province clusters. The SHSA provinces are geographically close together while the others are spread out. Thus, such results suggested that the composition of the Eucommia Bark samples was dependent on their geographic location and environment. In general, the basis for discrimination on the PCA biplot from the original 46 objects× 7 variables data matrix was the same as that for the SHSA subset (36 × 7 matrix). The seven marker compound loading vectors grouped into three sets: (1) three closely correlating substituted resinol compounds and chlorogenic acid; (2) the fourth resinol compound identified by the OCH3 substituent in the R4 position, and an unknown compound; and (3) the geniposidic acid, which was independent of the set 1 variables, and which negatively correlated with the set 2 ones above. These observations from the PCA biplot were supported by hierarchical cluster analysis, and indicated that Eucommia Bark preparations may be successfully compared with the use of the HPLC responses from the seven marker compounds and chemometric methods such as PCA and the complementary hierarchical cluster analysis (HCA).