Abstract
Empirical Orthogonal Function (EOF) analysis of spatial random fields involves calculation of the eigenfunctions of the covariance kernel of the field. For real-world applications, a numerical approximation is necessary because the process is spatially discretized. An approximation for two-dimensional fields is proposed and then, analytical solutions of the integral problem are derived and used to study the accuracy of the numerical approximations. Sampling effects are also considered.
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Braud, I., Obled, C. & Phamdinhtuan, A. Empirical Orthogonal Function (EOF) analysis of spatial random fields: Theory, accuracy of the numerical approximations and sampling effects. Stochastic Hydrol Hydraul 7, 146–160 (1993). https://doi.org/10.1007/BF01581422
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DOI: https://doi.org/10.1007/BF01581422