<abstract xmlns="http://www.w3.org/1999/xhtml"><p> Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions. </p></abstract>

Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables having maximal correlation. Our task is to maximize this correlation, and is equivalent to solving a generalized eigenvalue problem. The maximal correlation coefficient (being a solution of this problem) is the first canonical correlation coefficient. In this paper we propose a new method of constructing canonical correlations and canonical variables for a pair of stochastic processes represented by a finite number of orthonormal basis functions.

Canonical correlation analysis for functional data

Faculty of Mathematics and Computer Science, Adam Mickiewicz University, Umultowska 87, 61-614 Poznań, Poland

Biometrical Letters

{"article-title":"Canonical correlation analysis for functional data"}

Classical canonical correlation analysis seeks the associations between two data sets, i.e. it searches for linear combinations of the original variables...

Canonical correlation analysis for functional data

Publié en ligne: 10 déc. 2013

Pages: 95 - 105

DOI: https://doi.org/10.2478/bile-2013-0020

This content is open access.