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New Covariance-Based Feature Extraction Methods For Classification And Prediction Of High-Dimensional Data, Mopelola Adediwura Sofolahan Oct 2013

New Covariance-Based Feature Extraction Methods For Classification And Prediction Of High-Dimensional Data, Mopelola Adediwura Sofolahan

Open Access Dissertations

When analyzing high dimensional data sets, it is often necessary to implement feature extraction methods in order to capture relevant discriminating information useful for the purposes of classification and prediction. The relevant information can typically be represented in lower-dimensional feature spaces, and a widely used approach for this is the principal component analysis (PCA) method. PCA efficiently compresses information into lower dimensions; however, studies indicate that it is not optimal for feature extraction especially when dealing with classification problems. Furthermore, for high-dimensional data having limited observations, as is typically the case with remote sensing data and nonstationary data such as ...