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Procedimiento para el Cálculo de Componentes Principales

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Procedimiento para el Cálculo de Componentes Principales

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En esta actividad identificarás y ordenarás las etapas fundamentales del Análisis de Componentes Principales (ACP), desde la construcción de la matriz de covarianzas hasta la obtención e interpretación de las componentes principales. El objetivo es comprender la secuencia lógica del procedimiento y reconocer el propósito de cada etapa del método.

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Daniel Alberto Acosta Aguilar
Daniel Alberto Acosta Aguilar
Mexico

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Procedimiento para el Cálculo de Componentes Principales
 

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Procedimiento para el Cálculo de Componentes PrincipalesOnline version

En esta actividad identificarás y ordenarás las etapas fundamentales del Análisis de Componentes Principales (ACP), desde la construcción de la matriz de covarianzas hasta la obtención e interpretación de las componentes principales. El objetivo es comprender la secuencia lógica del procedimiento y reconocer el propósito de cada etapa del método.

by Daniel Alberto Acosta Aguilar
1

la base de y calcule la de varianzas y ( o la matriz de , si las están en escalas ) .

2

la matriz restando el a la principal de la de : S ? ? I .

3

Obtenga el característico calculando el de la característica e a cero : ? S ? ? I ? = 0 .

4

el polinomio característico para todos los de la matriz .

5

los autovalores de a menor , ya que el mayor a la que explica la mayor .

6

Para cada , su valor en la ( S ? ? I ) = 0 y el sistema correspondient e

7

sistema homogéneo de , identifique las variables y determine el asociado .

8

cada autovector para vectores que representen las de las principales .

9

las componentes utilizando los de cada como pesos de las originales :

CPi = a1X1 + + ? +

10

el de varianza y la varianza de cada principal , para cuántas componentes en la interpretación del fenómeno .

 
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