'Dimensionality Reduction pca
You are a power systems engineer, and your manager seeks your help to interpret a dataset of voltage magnitude measurements which are collected at 240 different buses in a transmission network. Each row of measurement (one per bus) contains 5 minutes of time-series data at 60 samples per second. To perform PCA on the given dataset, you first construct the measurement matrix, .
What is the dimension of . That is, how many rows and columns does it contain?
Do you expect the covariance of to be a diagonal matrix? (Yes/No, and why)
Say you perform PCA, and obtain the transformed measurement matrix, . What can you say about the covariance of ?
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