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mikedriscoll
mikedriscoll
Level VI

Principal component analysis questions

Jun 1, 2015 05:47 PM (8434 views)

Hi, I'm fairly new to PCA.  I've read up on it a bit and watched several YouTube lectures on the subject. I think I have a so-so handle on it.  I understand the multi-dimensional orthogonal nature of it, that I can use it for variable reduction and categorizing, and it is looking for linear relationships.

I'm more curious about finding trends with parameters of interest using JMP.  For example, if I've got 1 or 2 parameters of interest (Y, response), and 10 or 1000 other variables (X, factor), and am looking for a trend, I might run a script to calculate Rsquare of Y1 for all X, and Y2 for all X, and only list or plot those with an Rsquare > say 0.8, or just use the native y by x platform and plot all Y by all X.  Either method works well because they are always focusing on my chosen responses, but there can be a lot to sift through.

Can PCA help here?  I realize I can just throw my Y1, Y2 as well as all of the X's in the analysis. I'm assuming I understand the interpretation of the output plots, but is there anyway to have JMP focus on parameters of interest?  With 1000 parameters, the output plots are information-dense and parameter names don't seem to be highlighted / un-highlighted when selecting columns.  Also, please let me know if I'm way off track here with what I'm trying to do with PCA.

10 REPLIES 10
Peter_Bartell
Peter_Bartell
Level VIII

Re: Principal component analysis questions

Jun 5, 2015 11:57 AM (446 views)  |  Posted in reply to message from mikedriscoll 06-04-2015

For multivariate time series analysis the only method that JMP supports (no JMP Pro needed) is Hotelling's T**2 method. It's very much a process control tool that might work for you for detecting non stationary process behavior, outliers, etc. But the key is indeed you have a time heredity component to your process behavior data. You can phase plot the charts, save limits for Phase II control monitoring etc. The platform's path is Analyze -> Quality and Process -> Control Chart -> Multivariate Chart.

I also touch briefly on this platform and a practical scenario in the On Demand Mastering JMP event I recorded about a year ago. I briefly cover multivariate process monitoring in Part 3 of the sequence, entitled Process Monitoring:

Evaluating & Monitoring Your Process Using MSA and SPC | JMP