Una interpretación geométrica de las funciones ortogonales empíricas

Abstract

A simple geometric interpretation of Empirical Orthogonal Functions is presented for the case where the frrst two modes representa large percentage ofthe total variance (say, 90%). A geometric representation in two dimensions (aplane), permits a rapid, informative and succinct inspection of the interrelation among the original variables. The relative error produced by suppressing the third mode is estimated. These concepts are applied to a series of data from oceanographic current meters at different depths. The geometric interpretation can be extended to more than two dimensions although the visualization becomes obviously more difficult.