I am using PCA to detect the abnormality in time-series data. Currently I have high dimension and low sample dataset (15*530 data matrix). I am wondering if I can use PCA to obtain the statistic such as T^2 and SPE. I noticed that some articles stated that it is improper to use PCA to obtain the statistics under such case.I am using PCA to detect the abnormality in time-series data. Currently I have high dimension and low sample dataset (15*530 data matrix). I am wondering if I can use PCA to obtain the statistic such as T^2 and SPE. I noticed that some articles stated that it is improper to use PCA to obtain the statistics under such case. I am using PCA to detect the abnormality in time-series data. Currently I have high dimension and low sample dataset (15*530 data matrix). I am wondering if I can use PCA to obtain the statistic such as T^2 and SPE. I noticed that some articles stated that it is improper to use PCA to obtain the statistics under such case. pca MATLAB Answers — New Questions

​