一组空气污染大数据地主成分分析报告.docxVIP

实用文档 一组空气污染数据的主成分分析 【说明】下面的多元统计分析练习题摘自 R.A. Johnson等编写的《应用多元统计分析 （第五版）》，原书为：Richard A. Johnson and Dean W. Wichern.Applied Multivariate Statistical Analysis(5 Ed). Pearson Education, Inc. 2003。我看的是中国统计出版 th 社（China Statistics Press）2003年发行的影印本。 第一题为原书第 1.6题，即第 1章的第 6题，第二题为原书第 8.12题，即第 8章的第 12题。 第二题用的是第一题的数据。 1 习题 1.6. The data in Table 1.5 are 42 measurements on air-pollution variables recorded at 12:00 noon in the Los Angeles area on different days. (a) Plot the marginal dot diagrams for all the variables. (b) Construct the x , S, and R arrays, and interpret the entries in R. n TABLE 1.5 AIR-POLLUTION DATA Solar radiation Wind (x) (x) CO (x) NO (x) NO (x) O (x) HC (x) 1 2 3 4 2 5 3 6 7 8 98 7 4 4 5 4 5 7 6 5 5 5 4 7 4 4 4 4 5 4 3 2 3 3 2 2 2 4 4 1 2 4 2 4 2 1 1 1 3 2 3 12 8 5 6 2 3 3 4 3 4 5 4 3 4 3 3 3 3 3 3 3 4 3 3 7 107 103 88 91 90 84 72 82 64 71 91 72 70 72 77 76 71 67 69 9 7 5 10 6 8 15 10 12 15 14 11 9 8 8 12 12 21 11 13 10 12 18 11 8 9 5 7 8 6 3 6 7 7 10 7 10 10 9 10 10 7 9 8 7 8 16 13 9 4 9 2 9 5 文案大全 实用文档 10 9 62 88 80 30 83 84 78 79 62 37 71 52 48 75 35 85 86 86 79 79 68 40 5 4 4 3 5 3 4 2 4 3 4 4 6 4 4 4 3 7 7 5 6 4 3 2 2 3 1 2 2 1 3 1 1 1 5 1 1 1 1 2 4 2 2 3 14 7 4 4 3 4 3 4 3 3 3 3 3 3 4 3 3 2 2 2 2 3 2 3 2 6 8 13 5 11 2 5 6 10 7 23 6 8 6 11 7 11 10 8 8 6 9 10 8 7 2 10 12 8 7 7 8 5 4 6 10 6 24 9 10 8 9 10 12 18 25 6 5 6 5 13 9 7 7 8 6 11 6 14 5 8 Source: Data courtesy of Professor G.C. Tiao. 8.12. Consider the air-pollution data listed in Table 1.5. Your job is to summarize these data in fewer than p=7 dimensions if possible. Conduct a principal component analysis of the data using both the covariance matrix S and the correlation matrix R. What have you learned? Does it make any difference which matrix is chosen for analysis? Can the data be summarized in three or fewer dimensions? Can you interpret the principal components? 2 部分解答 2.1 部分统计参数 利用 Excel计算的平均值（ x ）和标准差 Solar Wind radiation CO NO NO O 3 HC 2 Averag e 7.5 73.857143 4.547619 2.1904762 10.0