The Algorithms of Extremal Parameter Grouping

Abstract

The structural methods for the empirical data processing are used widely in systems analysis. The method of extremal parameter grouping [1,2] belongs to this class of methods. It is devoted to the partition of the parameters x₁,…, x_n into a fixed number p of the unintersec-ting groups A₁,…,A_p. The correlation matrix ${\rm{R = }}\left\{ {{{\rm{r}}_{{{\rm{x}}_{\rm{i}}}{{\rm{x}}_{\rm{j}}}}}{\rm{,i,j = }}\overline {{\rm{l,n}}} } \right\}$ characterizes the connections among the parameters ${{\rm{(}}{{\rm{r}}_{{{\rm{x}}_{\rm{i}}}{{\rm{x}}_{\rm{j}}}}}}$ is the corre-lation coefficient of parameters x_i. and x_j.). The covariance matrix may be used instead of the matrix R. However, the parameters with a greater dispersion will have greater significance in the analysis.