给出了针对区间数据样本的主成分分析方法,为此,首先研究了区间数据样本的经验描述统计量,其中包括单变量的均值与方差、双变量的协方差与相关系数,然后,基于经验相关矩阵,给出了区间主成分分析的算法,该算法最终得到区间数表达形式的主成分取值,最后给出算例,分析表明文中方法实施简单,克服了区间主成分分析现有方法的缺点。
A methodology of principal component analysis (PCA) for interval data is proposed. Empirical descriptive statistics for interval data is first studied including mean and the variance of univarible and the covariance and correlation coefficient of bivarible. Based on the empirical correlation matrix, an arithmetic of PCA for interval data is put forward which gives interval principal values. An example is illustrated. It indicates that the given method is simple and can overcome the shortcoming of the existing methods of PCA for interval data.