||Principal Components Analysis and Partial Least Squares Regression.
Glen, W. G. ;
Dunn, W. J. ;
Scott, D. R. ;
||Environmental Protection Agency, Research Triangle Park, NC. Atmospheric Research and Exposure Assessment Lab. ;Illinois Univ. at Chicago.
Multivariate analysis ;
Data analysis ;
Pattern recognition ;
Mathematical models ;
Regression analysis ;
Principal component analysis ;
Partial least squares regression
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The mathematics behind the techniques of principal component analysis and partial least squares regression is presented in detail, starting from the appropriate extrema conditions. The meaning of the resultant vectors and many of their mathematical interrelationships are also presented. Also, partial least squares is developed as a 'modification' of principal component analysis to underline the relationship between these two techniques.