Spatial Patterns: EOFs and CCA

Abstract

Many analyses of climate data sets suffer from high dimensions of the variables representing the state of the system at any given time. Often it is advisable to split the full phase space into two subspaces. The “signal” space is spanned by few characteristic patterns and is supposed to represent the dynamics of the considered process. The “noise subspace”, on the other hand, is high-dimensional and contains all processes which are purportedly irrelevant in their details for the “signal subspace”.