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Results tagged with white-noise
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user 129382
White noise is a random process whose "components each have a probability distribution with zero mean and finite variance, and are statistically independent".
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Do Principal Component Analysis regression eliminate noise in the data set?
I am comparing the perfomance of PCA regression (i.e. regression where original regressors are replaced by few their pr. components) to that of regression with the original regressors in which I added …
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