مقارنة الانحدار الشرائحي المعكوس مع المركبات الرئيسة في اختزال البيانات ذات الأبعاد العالية باستعمال المحاكاة

Abstract EN

This research aims to study the methods of reduction of dimensions that overcome the problem curse of dimensionality when traditional methods fail to provide a good estimation of the parameters So this problem must be dealt with directly .

Two methods were used to solve the problem of high dimensional data, The first method is the non-classical method Slice inverse regression ( SIR ) method and the proposed weight standard Sir (WSIR) method and principal components (PCA) which is the general method used in reducing dimensions, (SIR ) and (PCA) is based on the work of linear combinations of a subset of the original explanatory variables, which may suffer from the problem of heterogeneity and the problem of linear multiplicity between most explanatory variables.

These new combinations of linear compounds resulting from the two methods will reduce the number of explanatory variables to reach a new dimension one or more which called the effective dimension.

The mean root of the error squares will be used to compare the two methods to show the preference of methods and a simulation study was conducted to compare the methods used.

Simulation results showed that the proposed weight standard Sir method is the best.