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Significance test for empirical orthogonal function (EOF) analysis of meteorological and oceanic data
Authors:Li Xiao-feng  L Pietrafesa  Lan Shu-fang  Xie Li-an
Institution:(1) NOAA Science Center, 20746 Camp Springs, MD, USA;(2) Department of Marine, Earth and Atmosphere Sciences, North Carolina State University, 27695 Raleigh, NC, USA;(3) Institute of Oceanology, Chinese Academy of Sciences, 266071 Qingdao, China
Abstract:A Monte Carlo experiment was done to create a statistically significant test table for selecting EOF modes whose signals are above the noise level. Numerical analysis showed that it is feasible to choose a shorter data set between temporal and spatial dimensions for conducting an EOF analysis, and thus simplify calculation of the covariance matrix and solution of its eigenvalues and eigenvectors. The experiment showed that the dominant EOF modes remained the same. This approach is more computationally efficient, reducing both computing time and computer memory requirement, while still retaining the dominant signal.
Keywords:EOF analysis  significance test table
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