‘‘Spaghetti’’ PCA analysis: An extension of principal components analysis to time dependent interval data

We introduce a special type of interval description depending on time. Each observation is characterized by an oriented interval of values with a starting and an ending value for each period of observation. Several factorial techniques have been developed in order to treat interval data, but not yet for oriented intervals. We present an extension of PCA to time dependent interval data, or, in general, to oriented intervals.