Research Article
Functional Principal Components Analysis of Shanghai Stock Exchange 50 Index
Table 1
The differences in notation between PCA and FPCA [
6].
| | PCA | FPCA |
| Variables | , , | , |
| Data | Vectors ∈ | Curves |
| Covariance | Matrix | Operator bounded between and , : |
| Eigen structure | Vector , , for | Function , , for |
| Components | Random variables in | Random variables in |
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