Empirical orthogonal functions: Difference between revisions

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In [[statistics]] and [[signal processing]], the method of '''empirical orthogonal function''' ('''EOF''') analysis is a decomposition of a [[signal processing|signal]] or data set in terms of [[orthogonal]] [[basis function]]s which are determined from the data. It is similar to performing a [[principal components analysis]] on the data, except that the EOF method finds both [[time series]] and [[Three-dimensional space|spatial]] patterns. The term is also interchangeable with the geographically weighted [[Principal components analysis|PCAs]] in [[geophysics]].<ref name=eofa>{{cite web

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In [[statistics]] and [[signal processing]], the method of '''empirical orthogonal function''' ('''EOF''') analysis is a decomposition of a [[signal processing|signal]] or data set in terms of [[orthogonal]] [[basis function]]s which are determined from the data. It is similar to performing a [[principal components analysis]] on the data, except that the EOF method finds both [[time series]] and [[Three-dimensional space|spatial]] patterns. The term is also interchangeable with the geographically weighted [[Principal components analysis|PCAs]] in [[geophysics]].<ref name=eofa>{{cite web

| last1 = Stephenson

| first1 = David B.

| authorlink1 =

| last2 = Benestad

| first2 = Rasmus E.

| authorlink2 =

| coauthors =

| title = Empirical Orthogonal Function analysis

| work = Environmental statistics for climate researchers

| publisher =

| date =2000-09-02

| url = http://www.uib.no/people/ngbnk/kurs/notes/node87.html

| doiaccess-date = 2013-02-28

| accessdate = 2013-02-28

}}</ref>

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* [[Nonlinear dimensionality reduction]]

* [[Orthogonal matrix]]

* [[SourceSignal separation]]

* [[Singular spectrum analysis]]

* [[Transform coding]]

* [[Varimax rotation]]

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* David B. Stephenson and Rasmus E. Benestad. [http://www.gfi.uib.no/~nilsg/kurs/notes/ "Environmental statistics for climate researchers"]. ''(See: [http://www.gfi.uib.no/~nilsg/kurs/notes/node87.html "Empirical Orthogonal Function analysis"])''

* Christopher K. Wikle and Noel Cressie. "[https://dx.doi.org/10.1093/biomet/86.4.815 A dimension reduced approach to space-time Kalman filtering]", ''[[Biometrika]]'' 86:815-829, 1999.

* Donald W. Denbo and John S. Allen. [http://journals.ametsoc.org/doi/pdf/10.1175/1520-0485(1984)014%3C0035%3AREOFAO%3E2.0.CO%3B2 "Rotary Empirical Orthogonal Function Analysis of Currents near the Oregon Coast"], "J. Phys. Oceanogr.", 14, 35-4635–46, 1984.

* David M. Kaplan [https://web.archive.org/web/20200701033210/https://websites.pmc.ucsc.edu/~dmk/notes/EOFs/EOFs.html] "Notes on EOF Analysis"

{{DEFAULTSORT:Empirical Orthogonal Functions}}

[[Category:Spatial data analysis]]

[[Category:Statistical signal processing]]