Why EOFs ?
Joe Tribbia
NCAR
Random Matrices TOY  5/9/2007

Why EOFs ?
outline
Background history of EOFs in meteorology
1 dimensional example-BurgerÕs eqn
EOFs as a random matrix
EOFs for taxonomy
EOFs for dimension reduction/basis
Summary

Background in meteorology
1956 report by E N Lorenz
Use EOFs to objectively classify Low –frequency weather patterns
Application was to ŌLong range predictionĶ i.e. monthly weather outlooks
Through Don Gilman, John Kutzbach and Bob Livezy became the basis for monthly and seasonal outlooks

 E N Lorenz : EOFs and dynamical systems
 E N Lorenz (continued)
1 dimensional example:
sample over time
1 dimensional example
BurgerÕs equation
1 dimensional example (cont.)
Slide 9
EOFs and PCs
Looking for variance
structure: taxonomy in climate
Looking for structure: taxonomy
Looking for dynamical
structure: bump hunting
Slide 14
Looking for predictable structure
1 dimensional example
BurgerÕs equation
1 dimensional example (cont.)
Dimension reduction:EOF basis
Sampling strategies for small samples in high dimensional systems: dimension reduction
Bred vectors and Singular vectors
Concluding remarks
EOFs can be motivated from a dynamical systems perspective
EOFs useful for elucidating structure         ( taxonomy, predictability, non-gaussianity)
EOFs useful for dimension reduction         (natural basis, importance sampling)
Limits to utility: intrinsic Gaussianity and linearity, prior information needed