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基于多个潜变量PLS算法的一种迭代方法
Iterative procedure based on multi_LV PLS algorithm
【摘要】 在两个潜变量的偏最小二乘法(PLS)基础上,研究了如何将PLS算法从两个潜变量扩展到多个潜变量的一套完整方法(包括具体的形式规范和迭代步骤);以及在多个潜变量PLS算法上的符号检验.并在MATLAB上实现了完整的多个潜变量PLS算法,验证了该迭代方法的有效性.
【Abstract】 This paper presents a method,which extends PLS(partial least square) algorithm from two_LV(latent variable) to multi_LV based on two_LV PLS algorithm,including detailed formal specification and iterative procedure.This paper also discusses the sign test of multi_LV PLS algorithm.The author designed a program for multi_LV PLS algorithm using the iterative procedure based on MATLAB software.As a result,it demonstrates the validity of the iterative procedure.
【关键词】 偏最小二乘法;
形式规范;
迭代;
符号检验;
【Key words】 partial least square; formal specification; iterative procedure; sign test;
【Key words】 partial least square; formal specification; iterative procedure; sign test;
【基金】 国家自然科学基金资助项目(70472064)
- 【文献出处】 系统工程学报 ,Journal of Systems Engineering , 编辑部邮箱 ,2006年04期
- 【分类号】N94
- 【被引频次】7
- 【下载频次】401