Symplectic Principal Component Analysis: A New Method for Time Series Analysis

<table>The RMSE versus the data length for the SPCA and PCA, where <svg height="10.7375" id="M140" style="vertical-align:-0.13794pt" version="1.1" viewbox="0 0 35.799999 10.7375" width="35.799999" xmlns="http://www.w3.org/2000/svg">
<g transform="matrix(1.25,0,0,-1.25,0,10.7375)">
<g transform="translate(72,-63.41)">
<text transform="matrix(1,0,0,-1,-71.95,63.6)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝑘</tspan>
<tspan style="font-size: 12.50px; " x="10.239957" y="0">=</tspan>
<tspan style="font-size: 12.50px; " x="22.280346" y="0">7</tspan>
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</g>
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</svg>. The sampling time is 0.1.</table>

Mathematical Problems in Engineering

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Figure 6

Figure 6: Symplectic Principal Component Analysis: A New Method for Time Series Analysis 