Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/33233
Title: Proposição de um novo índice para Projection Pursuit na análise de múltiplos fatores
Other Titles: Proposition of a new index for projection pursuit in the multiple factor analysis
Authors: Cirillo, Marcelo Ângelo
Cirilo, Eliandro Rodrigues
Freire, Evelise Roman Corbalan Góis
Bueno Filho, Júlio Sílvio de Sousa
Oliveira, Izabela Regina Cardoso de
Keywords: Projection pursuit
Índice MF
Análise de múltiplos fatores
Grupos heterogêneos
Simulated annealing
MF index
Multiple factor analysis
Heterogeneous groups
Issue Date: 19-Mar-2019
Publisher: Universidade Federal de Lavras
Citation: OSSANI, P. C. Proposição de um novo índice para Projection Pursuit na análise de múltiplos fatores. 2019. 75 p. Tese (Doutorado em Estatística e Experimentação Agropecuária)-Universidade Federal de Lavras, Lavras, 2019.
Abstract: This study proposes a new index for projection pursuit, used to reduce the dimensions of groups of variables using multiple factor analysis.The main advantage with respect to other indexes is that the methodological procedure preserves the variance and covariance structures to perform singular value decomposition, when the index is used to compare groups of variables. Among other contributions, the study presents a modification in the grand tour algorithm with simulated annealing, adapting it to deal with groups of variables. The methodology used to assess the proposed index was based on Monte Carlo simulations, in several scenarios and with configurations of the following factors: degrees of correlation between the variables; and number of groups and degrees of heterogeneity among groups of variables. The proposed index was compared with thirteen indexes known in the literature. It was concluded that the proposed index was efficientin the reduction of data to use multiple factor analysis. This index is recommended for situations in which the groups exhibit low or high heterogeneity and a strong degree of correlation between the variables (ρ = 0.9). In general terms, indexes are affected by the increasein the number of groups, depending on the scenarios assessed.
URI: http://repositorio.ufla.br/jspui/handle/1/33233
Appears in Collections:Estatística e Experimentação Agropecuária - Doutorado (Teses)



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