Machine Learning Methods in the
Environmental Sciences
Neural Network and Kernels
Exercise 2.4
Analyze the dataset (Ex2_4_PCA) provided in Matlab format or in text format using principal component analysis
(PCA). The dataset contains 4 time series x1,
x2, x3 and x4.
Exercise 2.5
For the dataset (Ex2_5_CCA) provided in Matlab format or in text format, perform canonical correlation
analysis between the two groups of time series, x1,
x2, x3 and y1,
y2, y3.
William W. Hsieh
2009