Volume 34 Issue 11
Nov.  2008
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Wang Huiwen, Yi Bin, Ye Minget al. Variable selection based on principal basis analysis[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(11): 1288-1291. (in Chinese)
Citation: Wang Huiwen, Yi Bin, Ye Minget al. Variable selection based on principal basis analysis[J]. Journal of Beijing University of Aeronautics and Astronautics, 2008, 34(11): 1288-1291. (in Chinese)

Variable selection based on principal basis analysis

  • Received Date: 08 Nov 2007
  • Publish Date: 30 Nov 2008
  • A principal basis analysis method based on Gram-Schmidt process was proposed.Information deleted by Gram-Schmidt process was explained and proved.Principal basis and introduced its construction method was defined.The concept of net information ratio was also put forward to measure the information retained in principal basis. This method selects information effectively from the large-scale variable set while excludes all the redundant variables and reduplicate information,on the promise that the loss of original information is minimized to obtain a mini-dimensional orthogonal basis. From different perspectives,the principal basis can not only retain original information to the utmost extent, but also ensure least similarity changes between elements. Case study was addressed to validate the rationality and effectiveness of this method.

     

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