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資源簡介

全球軟件項目外部平臺 pca與KL變換的綜合matlab實現代碼 內有詳細的使用說明,以及代碼注釋 對于打算利用PCA與KL變換作研究的 科研人員可以用來仿真算法的性能。

資源截圖

代碼片段和文件信息

function?res?=?KLExpansion(dataMtopKN)
%?USAGE:
%
%??res?=?KLExpansion(dataMtopKN)
%
%??Input?Arguments:
%???????data????each?column?contains?the?measurements?for?one?variable?
%???????????????each?row?contains?the?variables?for?one?measurement?interval
%???????M???????temporal?correlation?range?(0?%???????topK????spatial?correlation?range?(1?%???????N???????the?first?N?intervals?are?used?for?training?(20?%
%?Output:?
%???????res?????vector?of?residual?values?has?same?number?of?rows?as?data
%
%?Examples?&?Remarks:???
%???????KLExpansion(data13100)?
%???????????????Computes?a?PCA?model?using?the?3?largest?eigenvectors?on
%???????????????the?first?100?intervals?of?data?uses?the?model?to?predict
%???????????????timeseries?and?returns?residual
%???????KLExpansion(data43100)
%???????????????Computes?a?KLE?model?using?the?3?largest?eigenvectors?and?a
%???????????????temporal?correlation?range?of?4?on?the?first?100?intervals
%???????????????of?data?uses?the?model?to?predict?timeseries?and?returns
%???????????????residual
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%%??????????????????????????????????????????????????????????????????????????????????????????????????%%
%%???Copyright?(C)?2009?Daniela?Brauckhoff?Kave?Salamatian?????????????????????????????????????????%%
%%??????????????????????????????????????????????????????????????????????????????????????????????????%%
%%???????This?code?is?free?software;?you?can?redistribute?it?and/or?????????????????????????????????%%
%%???????modify?it?under?the?terms?of?the?GNU?Lesser?General?Public?????????????????????????????????%%
%%???????License?as?published?by?the?Free?Software?Foundation;?either???????????????????????????????%%
%%???????version?2.1?of?the?License?or?(at?your?option)?any?later?version.?????????????????????????%%
%%??????????????????????????????????????????????????????????????????????????????????????????????????%%
%%???????This?code?is?distributed?in?the?hope?that?it?will?be?useful???????????????????????????????%%
%%???????but?WITHOUT?ANY?WARRANTY;?without?even?the?implied?warranty?of?????????????????????????????%%
%%???????MERCHANTABILITY?or?FITNESS?FOR?A?PARTICULAR?PURPOSE.?See?the?GNU???????????????????????????%%
%%???????Lesser?General?Public?License?for?more?details.????????????????????????????????????????????%%
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