Unkel, Steffen; Trendafilov, Nickolay T.; Hannachi, Abdel and Jolliffe, Ian T.
|DOI (Digital Object Identifier) Link:||http://dx.doi.org/10.1080/02664760903166280|
|Google Scholar:||Look up in Google Scholar|
The independent exploratory factor analysis method is introduced for recovering independent latent sources from their observed mixtures. The new model is viewed as a method of factor rotation in exploratory factor analysis (EFA). First, estimates for all EFA model parameters are obtained simultaneously. Then, an orthogonal rotation matrix is sought that minimizes the dependence between the common factors. The rotation of the scores is compensated by a rotation of the initial loading matrix. The proposed approach is applied to study winter monthly sea-level pressure anomalies over the Northern Hemisphere. The North Atlantic Oscillation, the North Pacific Oscillation, and the Scandinavian pattern are identified among the rotated spatial patterns with a physically interpretable structure.
|Item Type:||Journal Article|
|Copyright Holders:||2010 Taylor & Francis|
|Keywords:||noisy independent component analysis; exploratory factor analysis; factor rotation; more variables than observations; rotated spatial patterns; gridded climate data; sea-level pressure anomalies|
|Academic Unit/Department:||Mathematics, Computing and Technology
Mathematics, Computing and Technology > Mathematics and Statistics
|Depositing User:||Steffen Unkel|
|Date Deposited:||27 Oct 2010 16:31|
|Last Modified:||03 Dec 2012 12:05|
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