Table 1.
Step | Description | |
1. | Estimate the predictive Y-weights (Cp) by eigen-vector decomposition of YTKY | |
2. | Project Y onto Cp to achieve the predictive score matrix of Y: Up ← YCp | |
3. | Calculate the predictive score matrix of X: Tp ← KUp | |
4. | Repeat for i : 1 to Ao | |
4.1 | Estimate the Y-orthogonal loadings co by eigen-vector decomposition of TpTQiTp. | |
4.2. | Calculate the Y-orthogonal score vector: to,i ← QiTpco | |
4.3. | Deflate Ki by to,i, yielding Ki+1 | |
4.4. | Update the predictive score matrix: Tp ← Ki+1Up | |
5. | Predictions of Y: Yhat ← T* p (TpTTp)-1TpTUpCpT. For predictions of future samples, T* p originates from the prediction set. |