Search Results - subject:"PRINCIPAL COMPONENT ANALYSIS"

Ecological Safety Evaluation of Land Use in Jiâ€™an City Based on the Principal Component Analysis

Liu, Fei-yue; Wang, Shao-kai - In: Asian Agricultural Research 2 (2010) 02

selected indices, and Principal Component Analysis is applied by using year as a unit. FB is obtained, which is related with …. Principal Component Analysis and evaluation model are used to calculate four parameters, including the natural resources safety …

Persistent link: https://www.econbiz.de/10008643462

Análisis estadístico de la inflación en México en el nivel de subíndices y genéricos

Mendoza, Carla Mariana Ysusi - In: Ensayos Revista de Economia XXIX (2010) 2, pp. 1-52

In this paper, it was conducted a detailed statistical analysis of the behavior of the Mexican CPI (Current Price Index) variations from May 2003 to August 2006. Headline inflation was affected by different supply shocks during this period, which caused a temporary increase in this indicator. It...

Persistent link: https://www.econbiz.de/10008691742

Regional Agricultural Input-Output Model and Countermeasure for Production and Income Increase of Farmers in Southern Xinjiang, China

Jiang, Qing-song; Zhang, Xing-ji - In: Asian Agricultural Research 2 (2010) 06

principal component analysis. DPS software is used in the process of solving the model. Then, Eviews software is adopted to …

Persistent link: https://www.econbiz.de/10008693716

Nonparametric modeling and forecasting electricity demand: an empirical study

Shang, Han Lin - Department of Econometrics and Business Statistics, … - 2010

series of curves. The forecasting methods reduce the dimensionality by applying functional principal component analysis to …

Persistent link: https://www.econbiz.de/10008725785

Yield curve dynamics: Regional common factor model

Šopov, Boril; Seidler, Jakub - 2010

In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved regional common factors. We centre our discussion on Central European currencies' yield curves: CZK, HUF, PLN and SKK. We propose a...

Persistent link: https://www.econbiz.de/10010322282

Yield Curve Dynamics: Regional Common Factor Model

Šopov, Boril; Seidler, Jakub - Institut ekonomických studií, Univerzita Karlova v Praze - 2010

In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-Siegel model, which we further develop to accommodate unobserved regional common factors. We centre our discussion on Central European currencies’ yield curves: CZK, HUF, PLN and SKK. We propose a...

Persistent link: https://www.econbiz.de/10008455524

An epsilon-based measure of efficiency in DEA revisited -A third pole of technical efficiency

Tone, Kaoru; Tsutsui, Miki - National Graduate Institute for Policy Studies (GRIPS) - 2010

between inputs or outputs along with principal component analysis on the affinity matrix. Thus, EBM takes into account …

Persistent link: https://www.econbiz.de/10008455526

Generating Yield Curve Stress-Scenarios

Charpentier, Arthur; Villa, Christophe - HAL - 2010

Several authors have proposed to combine movements in princi- pal components to generate scenarios of "large" historical changes in term structures, i.e. stress-scenarios. This approach, however, has at least two shortcommings. This paper answers at these two problems and proposes a general...

Persistent link: https://www.econbiz.de/10008793692

An Alternative Measure of Corporate Governance Using Discrete Principal Component Analysis

Beekes, Wendy; Hong, Alex; Owen, Sian A. - 2010

as discrete Principal Component Analysis which involves applying PCA to a modified correlation matrix which takes into … ignores the correlations between the variables forming the index and may also carry redundant variables. Principal Component … Analysis (PCA) is a possible solution to these issues by distilling components from a Pearson correlation matrix. However, the …

Persistent link: https://www.econbiz.de/10014194325

Principal Component Analysis of the UK Term Structure & Its Application to Immunisation Strategies

Jayathilaka, Sadeeptha S. - 2010

statistical model called the Principal Component Analysis (PCA) and it is considered as the main drive for a successful … time period, the term structure has undergone major variations as a result of macro economic changes. Principal Component … Analysis will describe the behaviour of correlated random variables in terms of a small number of uncorrelated “principal …

Persistent link: https://www.econbiz.de/10013138092