%%TE過程的傳統(tǒng)主元分析在Matlab中的仿真程序
%建立模型：
%載入模型數(shù)據(jù)
Xtrain?=?load（‘d0_te.dat‘）;?
Xtrain?=?double（Xtrain）;

%載入測試數(shù)據(jù)
Xtest?=?load（‘d01.dat‘）;
Xtest?=?double（Xtest）;

%標(biāo)準(zhǔn)化處理
X_mean?=?mean（Xtrain）;?????????????????????????????
X_std?=?std（Xtrain）;???????????????????????????????
[X_rowX_col]?=?size（Xtrain）;???????????????????
%?for?i?=?1:X_col
%?????Xtrain（:i）?=?（Xtrain（:i）?-?X_mean（i）./X_std（i））;
%?????Xtest（:i）?=?（Xtest（:i）?-?X_mean（i）./X_std（i））;
%?end?????
Xtrain?=?（Xtrain?-?repmat（X_meanX_row1））./repmat（X_stdX_row1）;

%求協(xié)方差矩陣，并對協(xié)方差矩陣進行特征分解
sigmaXtrain?=?cov（Xtrain）;
[Tlamda]?=?eig（sigmaXtrain）;??????
%?disp（‘特征根（由小到大）‘）;
%?disp（lamda）;
%?disp（‘特征向量：‘）;
%?disp（T）;????????????????????????????????????????????

%取對角元素，即lamda值，并上下反轉(zhuǎn)使其從大到小排列，主元個數(shù)初值為1，若累計貢獻率小于85%則增加主元個

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件??????416052??2006-10-27?21:22??d00.dat
?????文件??????799680??2006-10-27?21:36??d00_te.dat
?????文件??????399840??2006-10-27?21:34??d01.dat
?????文件??????799680??2006-10-27?21:41??d01_te.dat
?????文件??????225140??2014-02-25?10:40??d02.dat
?????文件??????799680??2006-10-27?21:47??d02_te.dat
?????文件??????399840??2006-10-27?21:49??d03.dat
?????文件??????799680??2006-10-27?21:52??d03_te.dat
?????文件??????399840??2006-10-27?21:54??d04.dat
?????文件??????799680??2006-10-27?22:12??d04_te.dat
?????文件??????399840??2006-10-27?22:14??d05.dat
?????文件??????799680??2006-10-27?22:22??d05_te.dat
?????文件??????399840??2006-10-27?22:24??d06.dat
?????文件??????799680??2006-10-27?22:27??d06_te.dat
?????文件??????399840??2006-10-27?22:27??d07.dat
?????文件??????799680??2006-10-28?08:19??d07_te.dat
?????文件??????399840??2006-10-28?08:19??d08.dat
?????文件??????799680??2006-10-28?08:19??d08_te.dat
?????文件??????399840??2006-10-28?08:19??d09.dat
?????文件??????399840??2006-10-28?08:20??d10.dat
?????文件????????3578??2014-09-10?16:58??PCA_TE_myself.m