`eofs.multivariate.standard`¶

Multivariate EOF analysis for numpy array data.

class eofs.multivariate.standard.MultivariateEof(datasets, weights=None, center=True, ddof=1)[source]¶

Multivariate EOF analysis (numpy interface)

Create a MultivariateEof instance.

The EOF solution is computed at initialization time. Method calls are used to retrieve computed quantities.

Arguments:

datasets: A list/tuple containing one or more numpy.ndarray or numpy.ma.MaskedArray objects, each with two or more dimensions, containing the data to be analysed. The first dimension of each array is assumed to represent time. Missing values are permitted, either in the form of masked arrays, or numpy.nan values. Missing values must be constant with time in each field (e.g., values of an oceanographic field over land).

Optional arguments:

weights

A sequence of arrays of weights whose shapes are compatible with those of the input arrays in datasets, one array for each array in datasets. The weights can have the same shape as the corresponding array in datasets or a shape compatible with an array broadcast operation (i.e., the shape of the weights can match the rightmost parts of the shape of the corresponding array in datasets). The value None indicates that the corresponding array in datasets should not be weighted. If none of the input data sets require weighting then the single value None may be used. Defaults to None (no weighting for any data set).

center

If True, the mean along the first axis of each array in datasets (the time-mean) will be removed prior to analysis. If False, the mean along the first axis will not be removed. Defaults to True (mean is removed).

The covariance interpretation relies on the input data being anomaly data with a time-mean of 0. Therefore this option should usually be set to True. Setting this option to True has the useful side effect of propagating missing values along the time dimension, ensuring that a solution can be found even if missing values occur in different locations at different times.

ddof

‘Delta degrees of freedom’. The divisor used to normalize the covariance matrix is N - ddof where N is the number of samples. Defaults to 1.

Returns:

solver: An MultivariateEof instance.

Examples:

EOF analysis of three variables with no weighting:

from eofs.multivariate.standard import MultivariateEof
solver = MultivariateEof([olr, u200, u850])

EOF analysis of two variables, one without weighting and one with. In this example the data arrays are dimensioned (ntime, nlat, nlon), and in order for the latitude weights used for the second array to be broadcastable to this shape, an extra length-1 dimension is added to the end:

from eofs.multivariate.standard import MultivariateEof
import numpy as np
latitude = np.linspace(-90, 90, 73)
weights_array = np.sqrt(
    np.cos(np.deg2rad(latitude)))[:, np.newaxis]
solver = MultivariateEof([var1, var2],
                          weights=[None, weights_array])

neofs¶: Number of EOFs in the solution.

pcs(pcscaling=0, npcs=None)[source]¶

Principal component time series (PCs).

Optional arguments:

pcscaling

Set the scaling of the retrieved PCs. The following values are accepted:

0 : Un-scaled PCs (default).
1 : PCs are scaled to unit variance (divided by the square-root of their eigenvalue).
2 : PCs are multiplied by the square-root of their eigenvalue.

Returns:

pcs: An array where the columns are the ordered PCs.

Examples:

All un-scaled PCs:

pcs = solver.pcs()

First 3 PCs scaled to unit variance:

pcs = solver.pcs(npcs=3, pcscaling=1)

eofs(eofscaling=0, neofs=None)[source]¶

Empirical orthogonal functions (EOFs).

Optional arguments:

eofscaling

Sets the scaling of the EOFs. The following values are accepted:

0 : Un-scaled EOFs (default).
1 : EOFs are divided by the square-root of their eigenvalues.
2 : EOFs are multiplied by the square-root of their eigenvalues.

neofs

Number of EOFs to return. Defaults to all EOFs. If the number of EOFs requested is more than the number that are available, then all available EOFs will be returned.

Returns:

eofs_list: A list of arrays containing the ordered EOFs for each variable along the first dimension.

Examples:

All EOFs with no scaling:

eofs_list = solver.eofs()

The leading EOF with scaling applied:

eof1_list = solver.eofs(neofs=1, eofscaling=1)

eofsAsCorrelation(neofs=None)[source]¶

Empirical orthogonal functions (EOFs) expressed as the correlation between the principal component time series (PCs) and the each data set in the MultivariateEof input datasets.

Note

These are not related to the EOFs computed from the correlation matrix.

Optional argument:

neofs: Number of EOFs to return. Defaults to all EOFs. If the number of EOFs requested is more than the number that are available, then all available EOFs will be returned.

Returns:

eofs_list: A list of arrays containing the ordered EOFs for each variable along the first dimension.

Examples:

All EOFs of each data set:

eofs_list = solver.eofsAsCorrelation()

The leading EOF of each data set:

eof1_list = solver.eofsAsCorrelation(neofs=1)

eofsAsCovariance(neofs=None, pcscaling=1)[source]¶

Empirical orthogonal functions (EOFs) expressed as the covariance between the principal component time series (PCs) and the each data set in the MultivariateEof input datasets.

Optional argument:

neofs

Number of EOFs to return. Defaults to all EOFs. If the number of EOFs requested is more than the number that are available, then all available EOFs will be returned.

pcscaling

Set the scaling of the PCs used to compute covariance. The following values are accepted:

0 : Un-scaled PCs.
1 : PCs are scaled to unit variance (divided by the square-root of their eigenvalue) (default).
2 : PCs are multiplied by the square-root of their eigenvalue.

The default is to divide PCs by the square-root of their eigenvalue so that the PCs are scaled to unit variance (option 1).

npcs

Number of PCs to retrieve. Defaults to all the PCs. If the number of PCs requested is more than the number that are available, then all available PCs will be returned.

Returns:

eofs_list: A list of arrays containing the ordered EOFs for each variable along the first dimension.

Examples:

All EOFs of each data set:

eofs_list = solver.eofsAsCovariance()

The leading EOF of each data set:

eof1_list = solver.eofsAsCovariance(neofs=1)

eigenvalues(neigs=None)[source]¶

Eigenvalues (decreasing variances) associated with each EOF mode.

Returns the eigenvalues in an array.

Optional argument:

neigs: Number of eigenvalues to return. Defaults to all eigenvalues. If the number of eigenvalues requested is more than the number that are available, then all available eigenvalues will be returned.

Returns:

eigenvalues: An array containing the eigenvalues arranged largest to smallest.

Examples:

All eigenvalues:

eigenvalues = solver.eigenvalues()

The first eigenvalue:

eigenvalue1 = solver.eigenvalues(neigs=1)

varianceFraction(neigs=None)[source]¶

Fractional EOF mode variances.

The fraction of the total variance explained by each EOF mode, values between 0 and 1 inclusive.

Optional argument:

neigs: Number of eigenvalues to return the fractional variance for. Defaults to all eigenvalues. If the number of eigenvalues requested is more than the number that are available, then fractional variances for all available eigenvalues will be returned.

Returns:

variance_fractions: An array containing the fractional variances.

Examples:

The fractional variance represented by each EOF mode:

variance_fraction = solver.varianceFraction()

The fractional variance represented by the first EOF mode:

variance_fraction_mode_1 = solver.VarianceFraction(neigs=1)

totalAnomalyVariance()[source]¶

Total variance associated with the field of anomalies (the sum of the eigenvalues).

Returns:

total_variance: A scalar value.

Example:

Get the total variance:

total_variance = solver.totalAnomalyVariance()

northTest(neigs=None, vfscaled=False)[source]¶

Typical errors for eigenvalues.

The method of North et al. (1982) is used to compute the typical error for each eigenvalue. It is assumed that the number of times in the input data set is the same as the number of independent realizations. If this assumption is not valid then the result may be inappropriate.

Optional arguments:

neigs: The number of eigenvalues to return typical errors for. Defaults to typical errors for all eigenvalues. If the number of eigenvalues requested is more than the number that are available, then typical errors for all available eigenvalues will be returned.
vfscaled: If True scale the errors by the sum of the eigenvalues. This yields typical errors with the same scale as the values returned by MultivariateEof.varianceFraction. If False then no scaling is done. Defaults to False (no scaling).

Returns:

errors: An array containing the typical errors.

References

North G.R., T.L. Bell, R.F. Cahalan, and F.J. Moeng (1982) Sampling errors in the estimation of empirical orthogonal functions. Mon. Weather. Rev., 110, pp 669-706.

Examples:

Typical errors for all eigenvalues:

errors = solver.northTest()

Typical errors for the first 5 eigenvalues scaled by the sum of the eigenvalues:

errors = solver.northTest(neigs=5, vfscaled=True)

reconstructedField(neofs)[source]¶

Reconstructed data sets based on a subset of EOFs.

If weights were passed to the MultivariateEof instance the returned reconstructed fields will automatically have this weighting removed. Otherwise each returned field will have the same weighting as the corresponding array in the MultivariateEof input datasets.

Argument:

neofs: Number of EOFs to use for the reconstruction. If the number of EOFs requested is more than the number that are available, then all available EOFs will be used for the reconstruction. Alternatively this argument can be an iterable of mode numbers (where the first mode is 1) in order to facilitate reconstruction with arbitrary modes.

Returns:

reconstruction_list: A list of arrays with the same shapes as the arrays in the MultivariateEof input datasets contaning the reconstructions using neofs EOFs.

Example:

Reconstruct the input data sets using 3 EOFs:

reconstruction_list = solver.reconstructedField(3)

Reconstruct the input field using EOFs 1, 2 and 5:

reconstruction_list = solver.reconstuctedField([1, 2, 5])

projectField(fields, neofs=None, eofscaling=0, weighted=True)[source]¶

Project a set of fields onto the EOFs.

Given a set of data sets, projects them onto the EOFs to generate a corresponding set of pseudo-PCs.

Argument:

fields: A list/tuple containing one or more numpy.ndarray or numpy.ma.MaskedArray objects, each with two or more dimensions, containing the fields to be projected onto the EOFs. Each field must have the same spatial dimensions (including missing values in the same places) as the corresponding data set in the MultivariateEof input datasets. The data sets may have different length time dimensions to the MultivariateEof inputs datasets or no time dimension at all, but this must be consistent for all fields.

Optional arguments:

neofs

Number of EOFs to project onto. Defaults to all EOFs. If the number of EOFs requested is more than the number that are available, then the field will be projected onto all available EOFs.

eofscaling

Set the scaling of the EOFs that are projected onto. The following values are accepted:

0 : Un-scaled EOFs (default).
1 : EOFs are divided by the square-root of their eigenvalue.
2 : EOFs are multiplied by the square-root of their eigenvalue.

weighted

If True then each field in fields is weighted using the same weights used for the EOF analysis prior to projection. If False then no weighting is applied. Defaults to True (weighting is applied). Generally only the default setting should be used.

Returns:

pseudo_pcs: An array where the columns are the ordered pseudo-PCs.

Examples:

Project a data set onto all EOFs:

pseudo_pcs = solver.projectField([field1, field2])

Project a data set onto the four leading EOFs:

pseudo_pcs = solver.projectField([field1, field2], neofs=4)

getWeights()[source]¶

Weights used for the analysis.

Returns:

weights_list: A list of arrays containing the analysis weights for each variable.

Example:

The weights used for the analysis:

weights_list = solver.getWeights()

eofs v2.0.0

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`eofs.multivariate.standard`¶

eofs.multivariate.standard¶

`eofs.multivariate.standard`¶