23 nov 2018

Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly uncorrelated variables called principal components.

PCA was invented in 1901 by Karl Pearson, as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by Harold Hotelling in the 1930s.

Source: Wikipedia