A New Algorithm for Computing Disjoint Orthogonal Components in the Three-Way Tucker Model
Carlos Martín-Barreiro, John A. Ramirez-Figueroa, Ana Belén Nieto Librero, Víctor Leiva, Ana María Martín Casado, Purificación Galindo‐Villardón
Abstract
One of the main drawbacks of the traditional methods for computing components in the three-way Tucker model is the complex structure of the final loading matrices preventing an easy interpretation of the obtained results. In this paper, we propose a heuristic algorithm for computing disjoint orthogonal components facilitating the analysis of three-way data and the interpretation of results. We observe in the computational experiments carried out that our novel algorithm ameliorates this drawback, generating final loading matrices with a simple structure and then easier to interpret. Illustrations with real data are provided to show potential applications of the algorithm.