Climate and weather constitute a typical example where high dimensional and complex phenomena meet. The atmospheric system is the result of highly complex interactions between many degrees of freedom or modes. In order to gain insight in understanding the dynamical/physical behaviour involved it is useful to attempt to understand their interactions in terms of a much smaller number of prominent modes of variability. This has led to the development by atmospheric researchers of methods that give a space display and a time display of large space-time atmospheric data.
Empirical orthogonal functions (EOFs) were first used in meteorology in the late 1940s. The method, which decomposes a space-time field into spatial patterns and associated time indices, contributed much in advancing our knowledge of the atmosphere. However, since the atmosphere contains all sorts of features, e.g. stationary and propagating, EOFs are unable to provide a full picture. For example, EOFs tend, in general, to be difficult to interpret because of their geometric properties, such as their global feature, and their orthogonality in space and time. To obtain more localised features, modifications, e.g. rotated EOFs (REOFs), have been introduced. At the same time, because these methods cannot deal with propagating features, since they only use spatial correlation of the field, it was necessary to use both spatial and time information in order to identify such features. Extended and complex EOFs were introduced to serve that purpose.
Because of the importance of EOFs and closely related methods in atmospheric science, and because the existing reviews of the subject are slightly out of date, there seems to be a need to update our knowledge by including new developments that could not be presented in previous reviews. This review proposes to achieve precisely this goal. The basic theory of the main types of EOFs is reviewed, and a wide range of applications using various data sets are also provided. Copyright © 2007 Royal Meteorological Society