qI don’t want to go through the mathematical details of EOF analysis. Only some basic concepts
are described in the following few slids.
qThrough mathematic derivations, we can show that the empirical orthogonal functions
(EOFs) of a time series Z(x, y, t) are the eigenvectors of the covarinace matrix of the time series.
qThe eigenvalues of the covariance matrix tells you the fraction of variance explained by
each individual EOF.