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There are no definite ways to decide this. Basically, we look at the
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eigenvalue spectrum and decide:
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(1) |
The 95% significance errors in the estimation of the
eigenvalues is:
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If the eigenvalues of
adjacent EOF’s are closer together than this
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standard error, then it is unlikely that their particular structures
are
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significant.
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(2) Or we can just look at the slope of the eigenvalue spectrum.
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We would
look for a place in the eigenvalue spectrum where it levels
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off so that successive eigenvalues are
indistinguishable. We would not
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consider any eigenvectors beyond this point as being special.
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