Geophysics and Seismology Commons^™

Theoretical Foundation Of Cyclostationary Eof Analysis For Geophysical And Climatic Variables: Concepts And Examples, Kwang-Yul Kim, Benjamin Hamlington, Hanna Na

CCPO Publications

Natural variability is an essential component of observations of all geophysical and climate variables. In principal component analysis (PCA), also called empirical orthogonal function (EOF) analysis, a set of orthogonal eigenfunctions is found from a spatial covariance function. These empirical basis functions often lend useful insights into physical processes in the data and serve as a useful tool for developing statistical methods. The underlying assumption in PCA is the stationarity of the data analyzed; that is, the covariance function does not depend on the origin of time. The stationarity assumption is often not justifiable for geophysical and climate variables even …