2002
DOI: 10.1007/bf02511446
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Cross-validation methods in principal component analysis: A comparison

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Cited by 88 publications
(35 citation statements)
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“…Selecting an appropriate number of PCs introduces a good performance of PCA in terms of processes monitoring. Several methods for determining the number of PCs have been proposed such as; the Scree plot [15], the cumulative percent variance (CPV), the cross validation [16], and the profile likelihood [17]. In this study herein, the cumulative percent variance method is utilized to come up with the optimum number of retained principal components.…”
Section: Principal Component Analysis (Pca)mentioning
confidence: 99%
“…Selecting an appropriate number of PCs introduces a good performance of PCA in terms of processes monitoring. Several methods for determining the number of PCs have been proposed such as; the Scree plot [15], the cumulative percent variance (CPV), the cross validation [16], and the profile likelihood [17]. In this study herein, the cumulative percent variance method is utilized to come up with the optimum number of retained principal components.…”
Section: Principal Component Analysis (Pca)mentioning
confidence: 99%
“…n pc is commonly chosen by means of crossvalidation techniques [30]. In this work leave-one-out cross-validation [31] was used. Note that usually n pc ⌧ JK w due to the presence of high correlation amongst the process variables.…”
Section: Model Identificationmentioning
confidence: 99%
“…Many algorithms for selecting principal components have been put forward, such as, cumulative percent variance (CPV) Jiang and Yan (2012), variance of reconstruction error (VℝE) Lu et al (2004) and cross validation (CV) Diana and Tommasi (2002). CPV selects the first several PCs that represent the major variance information of original data.…”
Section: Introductionmentioning
confidence: 99%
“…CV is a method that is not based on the eigenvalues of the sample covariance matrix but on the predictive of different PC models. The basic idea of CV is the use of different data sets for estimation and validation of each PC model Diana and Tommasi (2002), Qin and Dunia (2000). Generally, most of the classical algorithms just consider normal operational observations and select the first several PCs with larger variance.…”
Section: Introductionmentioning
confidence: 99%