[R] factor analysis of dynamic structure (FADS) for a huge time-series data

Hyun Soo Park hyun@ @end|ng |rom @nu@@c@kr
Sun May 9 03:41:43 CEST 2021

Dear Newmiller,

Thank  you for your reply. I’ve just posted the same question in the
another forum for stats as you suggested.

Meanwhile, I would like to keep the question submitted to learn from R
users, if it is available .


On Sun, May 9, 2021 at 6:01 AM Jeff Newmiller <jdnewmil using dcn.davis.ca.us>

> This not being a question about R, but rather about statistics, or
> possibly about a contributed package, means (per the Posting Guide) that
> you should be asking in a statistics forum like stats.stackexchange.com
> or corresponding with the author of the package in question. If you are
> lucky someone here will have something to offer, but it is not very likely.
> On May 8, 2021 3:05:12 AM PDT, Hyun Soo Park <hyuns using snu.ac.kr> wrote:
> >Dear R users,
> >
> >I want to find the latent factors from a kind of time-series data
> >describing temporal changes of concentration using a factor analysis
> >technique called 'factor analysis of dynamic structure (FADS).' I
> >learned
> >how to form the data for the analysis using a proper package embedding
> >FADS, such as 'fad' package.
> >
> >The analysis with 'fad' worked and gave me results, but the problem was
> >raised when the time-series data is vast.
> >
> >The time-series data extracted from the 3-dimensional matrix (i.e., 3D
> >image volume of 50 x 50 x 163) repeatedly acquired at 54-time points is
> >consisted of 50 x 50 x 163 x 54 = 22,005,000 observations. The desired
> >number of the latent factor (k) is 4. What I got from fad(MATRIX, k) is
> >following:
> >
> >Error in fun(A, k, nu, nv, opts, mattype = "matrix") :
> >  TridiagEigen: eigen decomposition failed
> >
> >When I resize the matrix smaller into 5 x 5 x 15, it gives me what I
> >wanted
> >properly.
> >
> >I found that some resampling methods such as random sampling, data
> >stratification, etc., could resolve this kind of problem, but I have no
> >ideas which one could be appropriate.
> >
> >Please teach me with any ideas and comments.
> >
> >Thanks in advance,
> >
> >Park
> --
> Sent from my phone. Please excuse my brevity.
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