Karhunen–Loéve Expansion of Temporal and Spatio-Temporal Processes

摘要: Abstract In this chapter, we describe the Karhunen–Loeve expansion (KLE) of temporal and spatio-temporal processes. KLE is one most frequently used statistical techniques for data mining continuous stochastic its discrete formulation, it simply empirical orthogonal function (EOF) analysis or principal component (PCA). Hence, both EOF are useful to achieve efficient dimension reduction huge sets. There several references that discuss use EOF, KLE, in climatological sciences. Because their applications not only restricted atmospheric sciences, aim chapter frame a more general setting by addressing various recent developments.