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Journal Science Intensive Technologies №4 for 2015 г.
Article in number:
Information method for estimating the optimal number of the factors
Authors:
I.I. Ulshin - Ph. D. (Phys.-Math.), Associate Professor, Head of Department, Military Educational and Scientific Center «Zhukovsky-Gagarin Air Force Academy» (Voronezh). E-mail: ulshin@rambler.ru V.V. Popov - Ph. D. (Geogr.), Associate Professor, Deputy Head of Department, Military Educational and Scientific Center «Zhukovsky-Gagarin Air Force Academy» (Voronezh) P.A. Timofeev - Head of Center, Main Hydrometeorological Center of the Ministry of Defense of the Russian Federation
Abstract:
Improvement of the meteorological data provision is often carried out through the development of new forecasting techniques. One of the most difficult stages of this development is the selection of predictors. It is proposed use the factor analysis for the selection of predictors. It is suggested calculate the amount of the information obtained during the transition from the initial signs space to the factor space for removing the existing uncertainty in the estimation of a sufficient number of the factors. The amount of information is calculated as the difference between a priori and a posteriori entropy during replacement of the initial variables by factors. To do this, special formula has been developed. It is shown that change of an entropy is equal determinant of the matrix of factors loadings with the opposite sign. The highest values of the amount of information will be observed at the value of the determinant of the matrix of factor loadings from 0 to 1. Two ways of calculating the determinant analogues for rectangular matrices of factor loadings are described. In particular, it is proposed to calculate nonzero minors of maximal order. The received results can be used to develop new ways of weather forecasting.
Pages: 37-40
References

 

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