| 書目名稱 | Principal Component Analysis and Randomness Test for Big Data Analysis | | 副標(biāo)題 | Practical Applicatio | | 編輯 | Mieko Tanaka-Yamawaki,Yumihiko Ikura | | 視頻video | http://file.papertrans.cn/756/755294/755294.mp4 | | 概述 | Presents a practical method to use PCA and randomness measure based on the RMT formula.Proposes a new and universal approach of big data analysis irrelevant to the details of data types or fields.Uses | | 叢書名稱 | Evolutionary Economics and Social Complexity Science | | 圖書封面 |  | | 描述 | .This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the "meaning" of the data instantly, without getting into the details of individual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors‘ approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science.. . First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series,?.C?.=?.XX.T., where?.X.?represents a rectangular matrix of?.N.?rows and?.L.?columns and?.X.T.?represents the transverse matrix of?.X.. Because?.C.?is symmetric, namely,?.C?.=?.C.T., it can be converted to a diagonal matrix of eigenvalues by a similarity transformation?.SCS.-1.?=?.SCS.T.?using an orthogonal matrix?.S.. When?.N.?is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation).. . Then the RMT-PCA applied to high-f | | 出版日期 | Book 2023 | | 關(guān)鍵詞 | Big Data Analysis; RMT-PCA; Trendy Sectors of the Stock Market; RMT-Test; Evaluation of Random Number Ge | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-19-3967-9 | | isbn_softcover | 978-981-19-3969-3 | | isbn_ebook | 978-981-19-3967-9Series ISSN 2198-4204 Series E-ISSN 2198-4212 | | issn_series | 2198-4204 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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