Empirical Orthogonal Functions: The Medium is the Message

Adam H. Monahan School of Earth and Ocean Sciences, University of Victoria, Victoria, British Columbia, Canada

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John C. Fyfe Canadian Centre for Climate Modelling and Analysis, Environment Canada, University of Victoria, Victoria, British Columbia, Canada

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Maarten H. P. Ambaum Department of Meteorology, University of Reading, Reading, United Kingdom

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David B. Stephenson Exeter Climate Systems, Mathematics Research Institute, University of Exeter, Exeter, United Kingdom

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Gerald R. North Department of Atmospheric Sciences, and Department of Oceanography, Texas A&M University, College Station, Texas

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Abstract

Empirical orthogonal function (EOF) analysis is a powerful tool for data compression and dimensionality reduction used broadly in meteorology and oceanography. Often in the literature, EOF modes are interpreted individually, independent of other modes. In fact, it can be shown that no such attribution can generally be made. This review demonstrates that in general individual EOF modes (i) will not correspond to individual dynamical modes, (ii) will not correspond to individual kinematic degrees of freedom, (iii) will not be statistically independent of other EOF modes, and (iv) will be strongly influenced by the nonlocal requirement that modes maximize variance over the entire domain. The goal of this review is not to argue against the use of EOF analysis in meteorology and oceanography; rather, it is to demonstrate the care that must be taken in the interpretation of individual modes in order to distinguish the medium from the message.

Corresponding author address: Adam H. Monahan, School of Earth and Ocean Sciences, University of Victoria, Victoria, BC V8W 3V6, Canada. Email: monahana@uvic.ca

Abstract

Empirical orthogonal function (EOF) analysis is a powerful tool for data compression and dimensionality reduction used broadly in meteorology and oceanography. Often in the literature, EOF modes are interpreted individually, independent of other modes. In fact, it can be shown that no such attribution can generally be made. This review demonstrates that in general individual EOF modes (i) will not correspond to individual dynamical modes, (ii) will not correspond to individual kinematic degrees of freedom, (iii) will not be statistically independent of other EOF modes, and (iv) will be strongly influenced by the nonlocal requirement that modes maximize variance over the entire domain. The goal of this review is not to argue against the use of EOF analysis in meteorology and oceanography; rather, it is to demonstrate the care that must be taken in the interpretation of individual modes in order to distinguish the medium from the message.

Corresponding author address: Adam H. Monahan, School of Earth and Ocean Sciences, University of Victoria, Victoria, BC V8W 3V6, Canada. Email: monahana@uvic.ca

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