SIMCA-P软件使用指南.ppt

SIMCA-P Getting started.ppt What is Multivariate Analysis Multivariate analysis is the best way to summarize a data tables with many variables by creating a few new variables containing most of the information. These new variables are then used for problem solving and display, i.e., classification, relationships, control charts, and more. The new variables, the scores, denoted by t, are created as weighted linear combinations of the original variables. Each observations has t-values. PCA, the basic MV method, summarizes one data table. Plotting the scores (t’s) gives an overview of the observations (objects) PLS summarizes simultaneously 2 data tables (X the predictor variables) and (Y the response variables) in order to develop a relationship between them PCA and PLS are called Projection methods What is a Projection?Reduction of dimensionality, model in latent variables Algebraically Summarizes the information in the observations as a few new (latent) variables Geometrically The swarm of points in a K dimensional space (K = number of variables) is approximated by a (hyper)plane and the points are projected on that plane. NotationEach obs has values of t (and u) – Each variable has values of p (and w and c) t: the X scores; the new summarizing variables (coordinates in the hyper plane of X-space) u: the Y scores in PLS; the new summarizing variables (coordinates in the hyper plane of Y-space, when Y is multidimensional) p: the PC loadings. These are the weights that in PCA combine the original variables in X to form the new variables, scores t. w*: the PLS weights. These are the weights that in PLS combine the original variables in X to form the new variables, scores t. c: the weights used to combine the Ys to form the scores u. NotationEach obs has values of t (and u) – Each variable has values of p (and w and c) One Component consists of one t and one p (PCA) or t, p, w, u, c (PLS). The total number of components is A. Model: The data are appro