principal component analysis
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When you take a bunch of measurements on something, principal components analysis looks for variables that all move as the result of one or more underlying factors. For example, if you take measurements of someone’s body (ie you measure the length of their arms, the length of their legs, width of their wrist, etc) you would see that a lot of those individual measurements are all correlated with one another as a result of being related to one underlying factor, overall body size. PCA helps identify these intercorrellations.
You can use this in a lot of situations to reduce the number of variables you have to work with, ie combine a bunch of variables into one variable that sort of contains them all.
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