Geography 257 – Topics in Climatology

ÒA BeginnerÕs Guide to Empirical Orthogonal Function (EOF) AnalysisÓ

Spring 2006

 

Instructor: Professor John Chiang

Email: jchiang [AT] atmos.berkeley.edu

office phone: 642-3900

office: 547 McCone Hall

office hours: TBA

Class Location: 135 McCone

Class Time: Tu 3-6

Course control number: 36658

Units: 4

Grading options for this seminar are P/NP, enrolling students must choose P or NP.

 

 

 

Acknowledgements.  This seminar is based on a course developed by Prof. Michael Evans at the University of Arizona, Tucson (GEOS 597e ÒSpatiotemporal Data Analysis WorkshopÓ).  Thanks, Mike!

 

Class website: http://www.atmos.berkeley.edu/~jchiang/Geog257/geog257.html

 

General description.   As the name implies, we'll start off from the basics, including a review of the relevant linear algebra. The emphasis will be on 'how to' rather than theoretical, including practical considerations like knowing your data, physical interpretation of the results, pitfalls etc. The goal is to get you comfortable with the technique so that you can use it in your research. The context will be climate data analysis, but the technique is readily translatable to other fields.

 

    I'm assuming you've seen some linear algebra, and that you have access to MATLAB (I won't provide this for you). We'll make heavy use of MATLAB, so ideally you are comfortable programming on it, or at least be a quick learner. As part of the course, you will analyze data of research interest to you, and present it to the class.

 

Outline.  In the first 3 weeks weÕll cover preliminaries, including getting you off the ground in MATLAB, a review of linear algebra, and also understanding the origins of a global sea surface temperature (SST) dataset that is the dataset that many of the examples use.  The next few weeks will then get into EOF analysis – theory and use – and in the spatial and temporal domains (the latter being called Ôsingular spectrum analysisÕ or SSA). The final third of the time will be devoted to reading papers of specific interest, and working on your projects.  

 

Assignments.  You will be expected to carefully read the material and complete the homework assigned for each week.  We will discuss both the readings and the homework during the weekly meeting time.

 

Course Schedule (color scheme: black is ÔfixedÕ, red is preliminary and subject to change)

 

Week (m/d) and Topic

Prior Reading

Post-class homework

Notes and posts

1:

Class starts next week

 

 

 

2: (Tue 1/24)

Introduction and logistics.

 

NetCDF  on MATLAB

Matlab primers:

1. From the Navy

2. By Paul Fackler at North Carolina State University

3: (Tue 1/31)

Linear algebra review

Strang pp.1-58  (focus on pp.1-9, 19-27, and 42-48); 

Optional: Wilks p403-404, p408-415

Strang exercises and matrix manipulations in Matlab

 

Solutions

Data for homework: week3_data.mat

 

4: (Tue 2/7)

Know your data; covariance estimation

Bottomley et al. 1990

Also look at figure 5 of Woodruff et al 87.

Also, Wilks pp. 50-55 and pp. 405-407, and 415-417 on correlation and covariance

Covariance calculations: pencil and matlab

 

Solutions

Data for homework:

week4_data.mat

5: (Tue 2/14)

EOF basics

Wilks Ch 11 p420-423; and p463-481

EOF calculations – pencil and MATLAB

 

Solutions

Use data from homework 4

6: (Tue 2/21)

EOF example (space)

Weare et al 76;

Wilks p425-426 (on SVD);

Class handout

EOF analysis on SST dataset

 

Solutions

week6_script.m

find_cov.m

M_map – mapping package for matlab

7: (Tue 2/28)

EOF: Truncation, sampling properties

Wilks pp. 481-492; and

Overland and Preisendorfer 1982

Analysis of SST EOFs calculated last time

 

Solutions

week7_1_2_script.m

week7_3_script.m

JC.mat – matrix of synthetic eigenvalues

 

8: (Tue 3/7)

Linear Regression

No class meeting this week – JC away

Class handout

Linear regression exercise

 

Solutions

week8_script.m

JC away Tue Mar 7

9: (Tue 3/14)

Rotated EOFs

Wilks pp.492-500 (rotation)

Houghton and Tourre 92

Rotated EOF exercise

 

Solutions

week9_2_script.m

week9_5_script.m

week9_6_script.m

week9_9_script.m

week9_10_script.m

JC.mat

sst_atl.nc

week9_workpage.mat

 

10: (Tue 3/21)

Rotated EOFs - continued

No reading

Project proposal

JC away Thur Mar 23

11:

Spring break

 

 

 

12: (Tue 4/4)

Singular spectrum analysis

Wilks p501-504; and

Ghil et al 2002 sections 1 through 2.3 (pp.3-1 to 3-13)

Class handout

SSA examples

 

Solutions

week12_script.m

 

13: (Tue 4/11)

SSA case studies

Ghil and Vautard 91, and Elsner and Tsonis 91

Independent project

 

14: (Tue 4/18)

Case study – Pacific Decadal Variability

Zhang et al. 97

Independent project

 

15: (Tue 4/25)

More on interpretation of EOFs; significance of a correlation when data are serially correlated

Dommenget and Latif 2002

Ebisuzaki 1997

Independent project

 

16: (Tue 5/2)

Project presentations

Andy Bliss – Interpretion of Antarctic station data

Hyo-Seok Park – Asian Monsoon

Nicole-Jean Schlegel – Causes of the Santa Ana winds

 

 

17: (Tue 5/9)

Project presentations/ Summary and wrap up

Andrew Friedman – Zonal mean rainfall analysis

Dyuti Sengupta – Climate of Mexico

Further techniques to explore

 

 

Book References

Strang, G: Linear Algebra and its Applications, 3rd Ed.

Wilks, DS: Statistical Methods in the Atmospheric Sciences, 2nd Ed.

 

Papers (partial list)

Dommenget and Latif (2002), A Cautionary Note on the Interpretation of EOFs, Journal of Climate: Vol. 15, No. 2, pp. 216–225.

Houghton and Tourre (1992), Characteristics of Low-Frequency Sea Surface Temperature Fluctuations in the Tropical Atlantic, Journal of Climate: Vol. 5, No. 7, pp. 765–772.

Ghil et al. (2002), Advanced spectral methods for climatic time series, Reviews of Geophysics, 40, 1 / March 2002

North et al. (1982), Sampling Errors in the Estimation of Empirical Orthogonal Functions, Monthly Weather Review: Vol. 110, No. 7, pp. 699–706.

Overland and Preisendorfer (1992), A Significance Test for Principal Components Applied to a Cyclone Climatology, Monthly Weather Review: Vol. 110, No. 1, pp. 1–4.

Quadrelli et al. 2005, On sampling errors in Empirical Orthogonal Functions, ???

Weare BC et al (1976), Empirical Orthogonal Analysis of Pacific Sea Surface Temperatures, Journal of Physical Oceanography: Vol. 6, No. 5, pp. 671–678.

Woodruff et al. (1987), A Comprehensive Ocean-Atmosphere Data SetBulletin of the American Meteorological Society: Vol. 68, No. 10, pp. 1239–1250.

Zhang et al. (1997), ENSO-like Interdecadal Variability: 1900–93, Journal of Climate: Vol. 10, No. 5, pp. 1004–1020.