Factor Analysis for Interval-valued Symbolic Data and Its Application

Symbolic data analysis is a new data mining technology and interval number is a most important type of symbolic data.Based on error analysis theory,a factor analysis method for interval-valued symbolic data is proposed.An interval number can be seen as an ordered pair composed of its center and radius,where the radius can be considered as its limit error.A factor analysis is first being done on the center sample data matrix,by which the center factor scores are obtained.In the following,on the basis of the error transferring formula,the limit error of the factor scores is gained by the radius sample data matrix.As a result,the interval factor scores are achieved through the center and limit error of the factor scores.Finally,by virtue of problem of evaluation on several stocks' integrated behavior in the market,the application study is made.