Mathematic Background
	q I don’t want to go through the mathematical details of EOF analysis. Only some basic concepts are described in the following few slids. q Through 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. q The eigenvalues of the covariance matrix tells you the fraction of variance explained by each individual EOF.