Incremental Principal Component Analysis: Exact Implementation and Continuity Corrections

Vittorio Lippi, Giacomo Ceccarelli

2019

Abstract

This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the samples in memory. The algorithm is formally equivalent to the usual batch version, in the sense that given a sample set the transformation coefficients at the end of the process are the same. The implications of applying the PCA in real time are discussed with the help of data analysis examples. In particular we focus on the problem of the continuity of the PCs during an on-line analysis.

Paper Citation

in Bibtex Style

@conference{icinco19,
author={Vittorio Lippi and Giacomo Ceccarelli},
title={Incremental Principal Component Analysis: Exact Implementation and Continuity Corrections},
booktitle={Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2019},
pages={473-480},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0007743604730480},
isbn={978-989-758-380-3},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Incremental Principal Component Analysis: Exact Implementation and Continuity Corrections
SN - 978-989-758-380-3
AU - Lippi V.
AU - Ceccarelli G.
PY - 2019
SP - 473
EP - 480
DO - 10.5220/0007743604730480

in Harvard Style

Lippi V. and Ceccarelli G. (2019). Incremental Principal Component Analysis: Exact Implementation and Continuity Corrections.In Proceedings of the 16th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-380-3, pages 473-480. DOI: 10.5220/0007743604730480