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| q |
Sometime, we use the correlation matrix, in stead of the covariance
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matrix, for EOF analysis.
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| q |
For the same time series, the EOFs obtained from the covariance
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matrix will be different from the EOFs obtained from the
correlation
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matrix.
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The decision to choose the covariance matrix or the
correlation matrix
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depends on how we wish the variance at each grid points (Xi)
are
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weighted.
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| q |
In the case of the covariance matrix formulation, the
elements of the
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state vector with larger variances will be weighted more heavily.
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With the correlation matrix, all elements receive the
same weight and
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only the structure and not the amplitude will influence the
principal
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components.
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