Методические аспекты определения необходимого числа факторов на основе количества информации
Автор(ы): Ульшин И.И., Иванов В.С.
Аннотация
При разработке новых прогностических метеорологических способов для отбора предикторов предлагается использовать факторный анализ. Показано, что для устранения существующей неопределенности в оценивании достаточного числа факторов необходимо рассчитывать количество информации, получаемой при переходе от пространства исходных признаков к факторному пространству.
Ключевые слова: информация, факторное пространство, прогноз, метеорология, факторный анализ.
Methodical aspects of the necessary number of the factors determination on the basis of the information quantity
Authors: Ulshin I.I., Ivanov V.S.
Abstract
The important direction of the enhancement of meteorological data provision of the different customers is devel-opment of new prognostic meteorological methods. The most difficult stage of similar development is selection of pre-dictors. For these purposes use of the factor analysis is offered.
Factor analysis is intended for transition from the initial space of predictors to the factor space considerably smaller dimensionality without essential loss of the information. However it is characterized by existence of an essential shortcoming. It consists in uncertainty of the response to a question of the quantity of factors necessary for adequate changeover of the initial list of signs.
In article it is shown that for elimination of existing uncertainty in estimation of sufficient number of factors it is necessary to calculate the amount of information, received upon transition from initial space to the factor space. The technique of use of the information characteristics during the factor analysis applied to selection of the predictors is of-fered.
Keywords: information, the factor space, factor analysis, meteorology.
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