Principal Component Analysis And Randomness Test For Big Data Analysis
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Principal Component Analysis And Randomness Test For Big Data Analysis
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Author : Mieko Tanaka-Yamawaki
language : en
Publisher: Springer Nature
Release Date : 2023-05-23
Principal Component Analysis And Randomness Test For Big Data Analysis written by Mieko Tanaka-Yamawaki and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-23 with Business & Economics categories.
This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the "meaning" of the data instantly, without getting into the details of individual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series, C = XXT, where X represents a rectangular matrix of N rows and L columns and XT represents the transverse matrix of X. Because C is symmetric, namely, C = CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformation SCS-1 = SCST using an orthogonal matrix S. When N is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation). Then the RMT-PCA applied to high-frequency stock prices in Japanese and American markets is dealt with. This approach proves its effectiveness in extracting "trendy" business sectors of the financial market over the prescribed time scale. In this case, X consists of N stock- prices of length L, and the correlation matrix C is an N by N square matrix, whose element at the i-th row and j-th column is the inner product of the price time series of the length L of the i-th stock and the j-th stock of the equal length L. Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by demonstrating two applications of the RMT-test: (1) a comparison of hash functions, and (2) stock prediction by means of randomness, including a new index of off-randomness related to market decline.
Principal Component Analysis And Randomness Tests For Big Data Analysis
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Author : Mieko Tanaka-Yamawaki
language : en
Publisher: Springer
Release Date : 2022-09-11
Principal Component Analysis And Randomness Tests For Big Data Analysis written by Mieko Tanaka-Yamawaki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-11 with Business & Economics categories.
This book presents the novel approach of analyzing large-sized numerical data (so-called big data). The essence of this approach is to grasp the "meaning" of the data instantly, without getting into the details of individual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series, C = XXT, where X represents a rectangular matrix of N rows and L columns and XT represents the transverse matrix of X. The RMT-PCA uses N samples of time series of length L. The RMT-test uses N elements of length L by cutting a single data to N pieces. Because C is symmetric, namely, C = CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformation SCST using an orthogonal matrix S. When N is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation). Then the RMT-PCA is applied to high-frequency stock prices in Japanese and American markets. This approach proves its effectiveness in extracting "trendy" business sectors of the financial market over the prescribed time scale. In this case, X consists of N stock- prices of length L, and the correlation matrix C is an N by N square matrix, whose element at the i-th row and j-th column is the inner product of the price time series of the length L of the i-th stock and the j-th stock of the equal length L. Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by demonstrating three applications of the RMT-test: (1) a comparison of hash functions, (2) choice of safe stocks, and (3) prediction of stock index by means of a sudden change of randomness.
Groundwater Response To Changing Climate
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Author : Makoto Taniguchi
language : en
Publisher: CRC Press
Release Date : 2010-01-12
Groundwater Response To Changing Climate written by Makoto Taniguchi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-12 with Science categories.
Groundwater systems are vital to both society and the environment, supporting food production and many other ecosystem services. Sustainable management of this vital resource for future generations requires a sound understanding of how groundwater might respond to the inevitable changes in future climate. In this volume, recent developments within
Compstat 2004 Proceedings In Computational Statistics
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Author : Jaromir Antoch
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Compstat 2004 Proceedings In Computational Statistics written by Jaromir Antoch and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Statistical computing provides the link between statistical theory and applied statistics. The content of the book covers all aspects of this link, from the development and implementation of new statistical ideas to user experiences and software evaluation. The proceedings should appeal to anyone working in statistics and using computers, whether in universities, industrial companies, government agencies, research institutes or as software developers
Statistical Methods For Validation Of Assessment Scale Data In Counseling And Related Fields
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Author : Dimiter M. Dimitrov
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-03
Statistical Methods For Validation Of Assessment Scale Data In Counseling And Related Fields written by Dimiter M. Dimitrov and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-03 with Psychology categories.
“Dr. Dimitrov has constructed a masterpiece—a classic resource that should adorn the shelf of every counseling researcher and graduate student serious about the construction and validation of high quality research instruments. —Bradley T. Erford, PhD Loyola University Maryland Past President, American Counseling Association “This book offers a comprehensive treatment of the statistical models and methods needed to properly examine the psychometric properties of assessment scale data. It is certain to become a definitive reference for both novice and experienced researchers alike.” —George A. Marcoulides, PhD University of California, Riverside This instructive book presents statistical methods and procedures for the validation of assessment scale data used in counseling, psychology, education, and related fields. In Part I, measurement scales, reliability, and the unified construct-based model of validity are discussed, along with key steps in instrument development. Part II describes factor analyses in construct validation, including exploratory factor analysis, confirmatory factor analysis, and models of multitrait-multimethod data analysis. Traditional and Rasch-based analyses of binary and rating scales are examined in Part III. Dr. Dimitrov offers students, researchers, and clinicians step-by-step guidance on contemporary methodological principles, statistical methods, and psychometric procedures that are useful in the development or validation of assessment scale data. Numerous examples, tables, and figures provided throughout the text illustrate the underlying principles of measurement in a clear and concise manner for practical application. *Requests for digital versions from ACA can be found on www.wiley.com. *To purchase print copies, please visit the ACA website here. *Reproduction requests for material from books published by ACA should be directed to [email protected]
Proceedings Of Third International Conference On Communication Computing And Electronics Systems
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Author : V. Bindhu
language : en
Publisher: Springer Nature
Release Date : 2022-03-19
Proceedings Of Third International Conference On Communication Computing And Electronics Systems written by V. Bindhu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-19 with Technology & Engineering categories.
This book includes high quality research papers presented at the International Conference on Communication, Computing and Electronics Systems 2021, held at the PPG Institute of Technology, Coimbatore, India, on 28-29 October 2021. The volume focuses mainly on the research trends in cloud computing, mobile computing, artificial intelligence and advanced electronics systems. The topics covered are automation, VLSI, embedded systems, optical communication, RF communication, microwave engineering, artificial intelligence, deep learning, pattern recognition, communication networks, Internet of Things, cyber-physical systems, and healthcare informatics.
International Encyclopedia Of Education
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Author :
language : en
Publisher: Elsevier
Release Date : 2009-04-17
International Encyclopedia Of Education written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-17 with Psychology categories.
The field of education has experienced extraordinary technological, societal, and institutional change in recent years, making it one of the most fascinating yet complex fields of study in social science. Unequalled in its combination of authoritative scholarship and comprehensive coverage, International Encyclopedia of Education, Third Edition succeeds two highly successful previous editions (1985, 1994) in aiming to encapsulate research in this vibrant field for the twenty-first century reader. Under development for five years, this work encompasses over 1,000 articles across 24 individual areas of coverage, and is expected to become the dominant resource in the field. Education is a multidisciplinary and international field drawing on a wide range of social sciences and humanities disciplines, and this new edition comprehensively matches this diversity. The diverse background and multidisciplinary subject coverage of the Editorial Board ensure a balanced and objective academic framework, with 1,500 contributors representing over 100 countries, capturing a complete portrait of this evolving field. A totally new work, revamped with a wholly new editorial board, structure and brand-new list of meta-sections and articles Developed by an international panel of editors and authors drawn from senior academia Web-enhanced with supplementary multimedia audio and video files, hotlinked to relevant references and sources for further study Incorporates ca. 1,350 articles, with timely coverage of such topics as technology and learning, demography and social change, globalization, and adult learning, to name a few Offers two content delivery options - print and online - the latter of which provides anytime, anywhere access for multiple users and superior search functionality via ScienceDirect, as well as multimedia content, including audio and video files
General Technical Report Rm
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Author :
language : en
Publisher:
Release Date : 1981
General Technical Report Rm written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Forests and forestry categories.
The Use Of Multivariate Statistics In Studies Of Wildlife Habitat
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Author : David Edward Capen
language : en
Publisher:
Release Date : 1981
The Use Of Multivariate Statistics In Studies Of Wildlife Habitat written by David Edward Capen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Animal ecology categories.
Proceedings Of The 2nd International Conference On Big Data Iot And Machine Learning
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Author : Mohammad Shamsul Arefin
language : en
Publisher: Springer Nature
Release Date : 2024-03-29
Proceedings Of The 2nd International Conference On Big Data Iot And Machine Learning written by Mohammad Shamsul Arefin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-29 with Computers categories.
This book gathers a collection of high-quality peer-reviewed research papers presented at the International Conference on Big Data, IoT and Machine Learning (BIM 2023), organised by Jahangirnagar University, Bangladesh, and Daffodil International University, Bangladesh, held in Dhaka, Bangladesh, during 6–8 September 2023. The book covers research papers in the field of big data, IoT and machine learning. The book is helpful for active researchers and practitioners in the field.