Example: stock market
Principal Components
Found 1 free book(s)A TUTORIAL ON PRINCIPAL COMPONENT ANALYSIS …
www.cs.princeton.eduPrincipal component analysis (PCA) is a mainstay of modern data analysis - a black box that is widely used but poorly understood. The goal of this paper is to dispel the magic behind this black box. This tutorial focuses on building a solid intuition for how and why principal component analysis works; furthermore, it