EMPIRICAL ORTHOGONAL FUNCTIONS AND NORMAL MODES. Academic Article uri icon

abstract

  • An attempt to provide physical insight into the empirical orthogonal function (EOF) representation of data fields by the study of fields generated by linear stochastic models is presented. In a large class of these models, the EOFs at individual Fourier frequencies coincide with the orthogonal mechanical modes of the system - provided they exist. The precise mathematical criteria for this coincidence are derived and a physical interpretation is provided. A scheme possibly useful in forecasting is formally constructed for representing any stochastic field by a linear Hermitian model forced by noise.

altmetric score

  • 3

author list (cited authors)

  • North, G. R.

citation count

  • 124

publication date

  • January 1984