Interpolating the South African Yield Curve using Principal-Components. Analysis: A Descriptive Approach
نویسندگان
چکیده
منابع مشابه
“Testing the Stability of the Components Explaining Changes of the Yield Curve in Mexico. A Principal Component Analysis Approach”
A number of research works in finance rely on the selection of factors affecting the behaviour of one or more underlying variables. Factor Analysis (FA) and Principal Components Analysis (PCA) are statistical tools allowing for selecting a reduced number of factors explaining the variations of a set of variables. Of particular interest has been the study of the factors explaining the behaviour ...
متن کاملPersian Handwriting Analysis Using Functional Principal Components
Principal components analysis is a well-known statistical method in dealing with large dependent data sets. It is also used in functional data for both purposes of data reduction as well as variation representation. On the other hand "handwriting" is one of the objects, studied in various statistical fields like pattern recognition and shape analysis. Considering time as the argument,...
متن کاملContent Analysis of Video Using Principal Components
We use principal component analysis (PCA) to reduce the dimensionality of features of video frames for the purpose of content description. This low dimensional description makes practical the direct use of all the frames of a video sequence in later analysis. The PCA representation circumvents or eliminates several of the stumbling blocks in current analysis methods, and makes new analyses feas...
متن کاملShip Silhouette Recognition Using Principal Components Analysis
We report on an evaluation study of a ship classi er based on the Principal Components Analysis (PCA). A set of ship pro les are used to build a covariance matrix which is diagonalized using the Karhunen-Lo eve transform. A subset of the principal components corresponding to the highest eigenvalues are selected as the ship features space. The recognition process consists in projecting a pro le ...
متن کاملCOPD phenotype description using principal components analysis
BACKGROUND Airway inflammation in COPD can be measured using biomarkers such as induced sputum and Fe(NO). This study set out to explore the heterogeneity of COPD using biomarkers of airway and systemic inflammation and pulmonary function by principal components analysis (PCA). SUBJECTS AND METHODS In 127 COPD patients (mean FEV1 61%), pulmonary function, Fe(NO), plasma CRP and TNF-alpha, spu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: South African Actuarial Journal
سال: 2002
ISSN: 1680-2179
DOI: 10.4314/saaj.v2i1.24488