• Journal of the Korean Data and Information Science Society
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• v.8 no.2
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• pp.127-134
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• 1997

A method is proposed for the choice of the number of principal components in principal component regression based on the predicted error sum of squares. To do this, we approximately evaluate that statistic using a linear approximation based on the perturbation expansion. In this paper, we apply the proposed method to various data sets and discuss some properties in choosing the number of principal components in principal component regression.

• Communications for Statistical Applications and Methods
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• v.22 no.2
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• pp.173-180
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• 2015

We propose a selection procedure of principal components in principal component regression. Our method selects principal components using variable selection procedures instead of a small subset of major principal components in principal component regression. Our procedure consists of two steps to improve estimation and prediction. First, we reduce the number of principal components using the conventional principal component regression to yield the set of candidate principal components and then select principal components among the candidate set using sparse regression techniques. The performance of our proposals is demonstrated numerically and compared with the typical dimension reduction approaches (including principal component regression and partial least square regression) using synthetic and real datasets.

• KIPS Transactions on Software and Data Engineering
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• v.10 no.3
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• pp.79-84
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• 2021

A feature extraction method capable of reflecting features well while mainaining the properties of data is required in order to process high-dimensional data. The principal component analysis method that converts high-level data into low-dimensional data and express high-dimensional data with fewer variables than the original data is a representative method for feature extraction of data. In this study, we propose a principal component analysis method based on adaptive correlation when selecting principal component variables in principal component analysis for data feature extraction when the data is high-dimensional. The proposed method analyzes the principal components of the data by adaptively reflecting the correlation based on the correlation between the input data. I want to exclude them from the candidate list. It is intended to analyze the principal component hierarchy by the eigen-vector coefficient value, to prevent the selection of the principal component with a low hierarchy, and to minimize the occurrence of data duplication inducing data bias through correlation analysis. Through this, we propose a method of selecting a well-presented principal component variable that represents the characteristics of actual data by reducing the influence of data bias when selecting the principal component variable.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.163-172
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• 1999

We propose a cross-validatory method for the choice of the number of principal components in principal component regression based on the magnitudes of correlations with y. There are two different manners in choosing principal components, one is the order of eigenvalues(Shin and Moon, 1997) and the other is that of correlations with y. We apply our method to various data sets and compare results of those two methods.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.533-541
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• 2013

In this study, a simple principal component analysis using Lasso is proposed. This method consists of two steps. The first step is to compute principal components by the principal component analysis. The second step is to regress each principal component on the original data matrix by Lasso regression method. Each of new principal components is computed as the linear combination of original data matrix using the scaled estimated Lasso regression coefficient as the coefficients of the combination. This method leads to easily interpretable principal components with more 0 coefficients by the properties of Lasso regression models. This is because the estimator of the regression of each principal component on the original data matrix is the corresponding eigenvector. This method is applied to real and simulated data sets with the help of an R package for Lasso regression and its usefulness is demonstrated.

• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.175-184
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• 2013

Kernel principal component analysis(PCA) maps observations in nonlinear feature space to a reduced dimensional plane of principal components. We do not need to specify the feature space explicitly because the procedure uses the kernel trick. In this paper, we propose a graphical scheme to represent variables in the kernel principal component analysis. In addition, we propose an index for individual variables to measure the importance in the principal component plane.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.311-321
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• 2017

Principal component analysis is a popular statistical method to reduce the dimension of the high dimensional climate data and to extract meaningful climate patterns. Based on the principal component analysis, we can further apply a regression approach for the linear prediction of future climate, termed as principal component regression (PCR). In this paper, we develop a new PCR method based on the regularized principal component analysis for spatial data proposed by Wang and Huang (2016) to account spatial feature of the climate data. We apply the proposed method to temperature prediction in the East Asia region and compare the result with conventional PCR results.

• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.49-58
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• 2004

In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

• Journal of the Korean Society of Safety
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• v.34 no.5
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• pp.95-102
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• 2019

Non-destructive methods such as rebound hardness method and ultrasonic method are widely studied for evaluating the physical properties, condition and damage of concrete, but are not suitable for detecting delamination and cracks near the surface due to various constraints of the site as well as the accuracy. Therefore, in this study, the impact resonance method was applied to detect the separation cracks occurring near the surface of the concrete slab and bridge deck. As a next step, the principal component analysis were performed by extracting various features using the FFT data. As a result of principal component analysis, it was analyzed that the reliability was high in distinguishing defects in concrete. This feature extraction and application of principal component analysis can be used as basic data for future use of machine learning technique for the better accuracy.

• Journal of the Korean Geotechnical Society
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• v.26 no.10
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• pp.69-79
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• 2010

To detect abnormal events in slopes, Principal Component Analysis (PCA) is applied to the slope that was collapsed during monitoring. Principal component analysis is a kind of statical methods and is called non-parametric modeling. In this analysis, principal component score indicates an abnormal behavior of slope. In an abnormal event, principal component score is relatively higher or lower compared to a normal situation so that there is a big score change in the case of abnormal. The results confirm that the abnormal events and collapses of slope were detected by using principal component analysis. It could be possible to predict quantitatively the slope behavior and abnormal events using principal component analysis.