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PCA on subset after windowing.
wessel
Dear All,
I wish to apply PCA on attribute subsets on the dataset created by the windowing operator.
My original dataset has 10 attributes: att0 ... att9.
After windowing with window size 50 I have 500 attributes: att0-0 ... att0-49 ...att9-0 ... att9-49.
I wish to apply PCA on the subsets attx-0 ... attx-49.
And then join the resulting datasets after to get a dataset containing pc1_att0 pc2_att0 ... pc1_att9 pc2_att9.
Can someone give me some help with creating attribute subsets?
And joining dataset after processing?
Note that I can't simple apply PCA on the dataset after the windowing operator, because this dataset contains 500 attributes.
In matlab I applied PCA manually on each subset containing only 50 attributes and observed good results.
edit: I guess I can use the loop attribute operator before the windowing operator.
edit: hmm no that gives problem with the label attribute
Best regards,
Wessel
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Time Series
Principal Component Analysis (PCA)
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SebastianLoh
Hi wessel,
I am not sure if I understood you problem entirely but maybe the "Work on Subset" operator could be a hind. Use the attribute filter regular expression to filter the right attributes.
Ciao Sebastian
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