NCC Report No. 1 - (IMD), Pune
NCC Report No. 1 - (IMD), Pune
NCC Report No. 1 - (IMD), Pune
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into E via the matrix transformation, eij=Z ij a ji , using empirical orthogonal functionanalysis (EOFA). Here, e ij is empirical orthogonal variable for j th empirical orthogonalvariable for i th year and a ji for i th empirical orthogonal weight for j th variable. In matrixform above equation can be written as: E = ZAIf in addition, the matrices E and A obtained from EOFA are rescaledaccording to: L= AD 1/2 and F = ED 1/2 ; the complete procedure is called PCA. Here Fis (nXm) matrix of PC scores each having zero mean and unit variance (i.e. the PCscores are standardized), L is (mXm) matrix of PC loadings and D is the (mXm)diagonal matrix whose elements are eigen values of correlation matrix C (= 1/nZ T Z)arranged in descending order of magnitude.If we select any ‘p’ modes of the PC scores (p