All Questions
Tagged with pca multivariate
4 questions
0
votes
0
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Estimating various outputs using PCA from various features
I have a situation where I am trying to come up with a function to predict different max altitude (in meters) of 5 seconds of various balls thrown by various players with different features such as ...
- 11
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1
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INTERPRETING PCA ANALYSIS
I am having little trouble figuring our which variables are the most important when I am using PCA .
What I am trying to do is see which variables explain the most variance when it comes to stock ...
- 339
2
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2
answers
250
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Interpretation of PCs
I have computed PC1 and PC2 wts on future contracts derived from cumulative log differences. How can I use them to get back the theoretical price of each contract using those 2 pcs? Thanks in advance....
- 29
4
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Estimating two normal random numbers with one equation
Subtitle: Estimating the correlation of the shocks driving two commodities in
two multi-factor models
I am fitting two 2-factor models to electricity and gas futures, respectively.
In order to ...
- 141