Return to search

Overview of Redundancy Analysis and Partial Linear Squares and Their Extension to the Frequency Domain

Applied statisticians are often faced with the problem of dealing with high dimensional data sets when attempting to describe the variability of a single set of variables, or trying to predict the variation of one set of variables from another. In this study, two data reduction methods are described: Redundancy Analysis and Partial Least Squares. A hybrid approach developed by Bougeard et al., (2007) and called Continuum Redundancy-Partial Least Squares, is described. All three methods are extended to the frequency domain in order to allow the lower dimensional subspace used to describe the variability to change with frequency. To illustrate and compare the three methods, and their frequency dependent generalizations, an idealized coupled atmosphere-ocean model is introduced in state space form. This model provides explicit expressions for the covariance and cross spectral matrices required by the various methods; this allows the strengths and weaknesses of the methods to be identified.

Identiferoai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:NSHD.ca#10222/13331
Date30 April 2011
CreatorsLiu, Jinyi Jr
Source SetsLibrary and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada
LanguageEnglish
Detected LanguageEnglish

Page generated in 0.002 seconds