EMPIRICAL ORTHOGONAL FUNCTION (EOF) ANALYSIS OF SPATIAL RANDOM-FIELDS- THEORY, ACCURACY OF THE NUMERICAL APPROXIMATIONS AND SAMPLING EFFECTS

Empirical Orthogonal Function (EOF) analysis of spatial random fields involves calculation of the eigenfunctions of the covariance kernel of the field. For real-world applications, a numerical approximation is necessary because the process is spatially discretized. An approximati on for two-dimensional fields is proposed and then, analytical solutio ns of the integral problem arc derived and used to study the accuracy of the numerical approximations. Sampling effects are also considered.