Transcription of Principal Component Analysis, Second Edition
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Principal Component Analysis, Second Edition
Principal ComponentAnalysis, Second JolliffeSpringerPreface to the Second EditionSince the first Edition of the book was published, a great deal of new ma-terial on Principal Component analysis (PCA) and related topics has beenpublished, and the time is now ripe for a new Edition . Although the size ofthe book has nearly doubled, there are only two additional chapters. Allthe chapters in the first Edition have been preserved, although two havebeen renumbered. All have been updated, some extensively. In this updat-ing process I have endeavoured to be as comprehensive as possible. Thisis reflected in the number of new references, which substantially exceedsthose in the first Edition . Given the range of areas in which PCA is used,it is certain that I have missed some topics, and my coverage of others willbe too brief for the taste of some readers. The choice of which new topicsto emphasize is inevitably a personal one, reflecting my own interests andbiases. In particular, atmospheric science is a rich source of both applica-tions and methodological developments, but its large contribution to thenew material is partly due to my long-standing links with the area, and notbecause of a lack of interesting developments and examples in other example, there are large literatures in psychometrics, chemometricsand computer science that are only partially represented.
The section on non-normal data includes independent compo-nent analysis (ICA), and the section on three-mode analysis also discusses techniques for three or more groups of variables. The penultimate section ... Principal component analysis is probably the oldest and best known of the techniques of multivariate analysis. It was first introduced ...
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