ESS210B
Prof. Jin-Yi Yu
How Many EOFs Should We Retain?
qThere are no definite ways to
decide this. Basically, we look at the eigenvalue spectrum and
decide:
(1)The 95% significance
errors in the estimation of the eigenvalues is:
If the eigenvalues of adjacent EOF’s are closer together
than this standard error, then it is unlikely that their particular structures
are significant.
(2) Or we can just
look at the slope of the eigenvalue
spectrum.
We would look for a place in the eigenvalue spectrum where
it levels off so that
successive eigenvalues are indistinguishable. We would not consider any eigenvectors beyond
this point as being special.
effective numbers of degree of
freedom