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The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets of variables. As a result, if one of the variables in the dataset-1 is very highly correlated with another variable in the dataset-2, the canonical correlation will be very high...
Persistent link: https://www.econbiz.de/10005836091
algorithm (GA)and/or Simulated annealing (SA) method. We append the (Fortran) computer program that we have developed and used …
Persistent link: https://www.econbiz.de/10005836253
solution, namely by the Particle Swarm Optimization. A computer program in FORTRAN to solve the problem has also been provided …
Persistent link: https://www.econbiz.de/10005836581
This paper aims at comparing the performance of the Differential Evolution (DE) and the Repulsive Particle Swarm (RPS) methods of global optimization. To this end, some relatively difficult test functions have been chosen. Among these test functions, some are new while others are well known in...
Persistent link: https://www.econbiz.de/10005836802
method (and provide a Fortran program) that completes a given incomplete correlation matrix of an arbitrary order. The method …
Persistent link: https://www.econbiz.de/10005837492
In this paper we have proposed a method to conduct the ordinal canonical correlation analysis (OCCA) that yields ordinal canonical variates and the coefficient of correlation between them, which is analogous to (and a generalization of) the rank correlation coefficient of Spearman. The ordinal...
Persistent link: https://www.econbiz.de/10005616629
The objective of this paper is to introduce a new population-based (stochastic) heuristic to search the global optimum of a (continuous) multi-modal function and to assess its performance (on a fairly large number of benchmark functions) vis-à-vis that of two other well-established and very...
Persistent link: https://www.econbiz.de/10005616773
Signal waveforms are very fast dampening oscillatory time series composed of exponential functions. The regular least squares fitting techniques are often unstable when used to fit exponential functions to such signal waveforms since such functions are highly correlated. Of late, some attempts...
Persistent link: https://www.econbiz.de/10005619549
-optimal.Computer programs (written by us in Fortran) are available on request. …
Persistent link: https://www.econbiz.de/10005621797
append a computer program (source codes in FORTRAN) to find the LMN R from a given Q. Presently we use the random walk search …
Persistent link: https://www.econbiz.de/10005789841