principal component analysis for spat pg course
DESCRIPTION
Principal Component Analysis for SPAT PG course. Joanna D. Haigh. PCA also known as…. Empirical Orthogonal Function (EOF) Analysis Singular Value Decomposition Hotelling Transform Karhunen-Loève Transform. Purpose/applications. - PowerPoint PPT PresentationTRANSCRIPT
Principal Component Analysis
for SPAT PG course
Joanna D. Haigh
PCA also known as…
• Empirical Orthogonal Function (EOF) Analysis
• Singular Value Decomposition• Hotelling Transform• Karhunen-Loève Transform
11 Nov 2013
Purpose/applications
• To identify internal structure in a dataset (e.g. “modes of variability”)
• Data compression – by identifying redundancy, reducing dimensionality
• Noise reduction• Feature identification, classification….
11 Nov 2013
Basic approach
Data measured as function of two variables • E.g. surface pressure (space, time)• If measurements at two points in space are highly
correlated in time then we only need one measure (not two) as a function of time to identify their behaviour.
• How many measures we need overall depends on correlations between each point and every other.
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Correlations
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value at point 1va
lue
at p
oint
2
• measurements at point 1 and point 2 highly correlated• main (average) signal is measure in direction of PC1• deviations (the interesting bit?) are in PC2
PC1PC2
• to calculate PCs we need to rotate axes• with M points just rotate in M dimensions
1
2
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ApproachE.g. data measured N times at M spatial pointsIn M-dimensional spacei. Find axis of greatest correlation, i.e. main
variability, this is PC1.ii. Find axis orthogonal to this of next highest
variability, this is PC2.iii. Continue until M new axes, i.e. M PCs.Each PC is composed of a weighted average of the
original axes. The weightings are the EOFs.
Concept
• Often it is possible to identify a particular mode/feature with an EOF.
• Each PC indicates the variation with time (in our example) of the mode identified with its EOF.
• Once EOFs established can project other datasets (e.g. different time periods) onto them to compare behaviours.
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ENSO as EOF1 of SST data
• EOF1 of tropical Pacific SSTs:576 monthly anomalies Jan 1950 - Dec 1997• EOF1 explains 45% of the total SST variance
over this domain.
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http://www.esrl.noaa.gov/psd/enso/impacts/currentclimo.html
Maths
• Calculate MxM covariance matrix• Find eigenvectors and eigenvalues• EOFs are the M eigenvectors, ranked in
order of decreasing eigenvalue• Eigenvalues give measure of variance• PCs from decomposition of data onto
EOFs.
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Examples of applications
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Application M N Visualise data EOFs:weightings of
PCs
Meteorology space time Time series at each place (or map at each time)
places(maps)
Time series of EOFs maps
Earth obs(e.g. land cover)
spectral bands
space Map in each wavelength band
bands Maps of band combos
Earth obs(e.g. cloud)
cases wave-length
Spectrum for each case
cases Spectra of case combos
Polarity of IMF
Solar longitude
time IMF polarity f(longitude) at each time
longitudes Time series of lon. distbn
High cloud E. Asia
Kang et al (1997)
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Southern Annular Mode
geopotential height of 1000hPa surface
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Examples of applications
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Application M N Visualise data EOFs:weightings of
PCs
Meteorology space time Time series at each place (or map at each time)
places(maps)
Time series of EOFs maps
Earth obs(e.g. land cover)
spectral bands
space Map in each wavelength band
bands Maps of band combos
Earth obs(e.g. cloud)
cases wave-length
Spectrum for each case
cases Spectra of case combos
Polarity of IMF
Solar longitude
time IMF polarity f(longitude) at each time
longitudes Time series of lon. distbn
Landsat Thematic Mapper (Wageningen)
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0.5 0.6 0.7 µm
0.8 1.6 2.2
example of TM EOFs (unnormalised)
[NB not for Wageningen images]
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µm0.50.60.7 0.81.62.211.5
eigenvalues: 1011 131 38 7 4 2 1 EOF: 1 2 3 4 5 6 7
Examples of applications
11 Nov 2013
Application M N Visualise data EOFs:weightings of
PCs
Meteorology space time Time series at each place (or map at each time)
places(maps)
Time series of EOFs maps
Earth obs(e.g. land cover)
spectral bands
space Map in each wavelength band
bands Maps of band combos
Earth obs(e.g. cloud)
cases wave-length
Spectrum for each case
cases Spectra of case combos
Polarity of IMF
Solar longitude
time IMF polarity f(longitude) at each time
longitudes Time series of lon. distbn
Modelled IR spectra of cirrus cloud
Bantges et al (1999)
11 Nov 2013
PC0: Average
PC1: Ice water path
PC2: Effective radius
PC3: Aspect ratio
Bantges et al (1999) 11 Nov 2013
Examples of applications
11 Nov 2013
Application M N Visualise data EOFs:weightings of
PCs
Meteorology space time Time series at each place (or map at each time)
places(maps)
Time series of EOFs maps
Earth obs(e.g. land cover)
spectral bands
space Map in each wavelength band
bands Maps of band combos
Earth obs(e.g. cloud)
cases wave-length
Spectrum for each case
cases Spectra of case combos
Polarity of IMF
Solar longitude
time IMF polarity f(longitude) at each time
longitudes Time series of lon. distbn
Polarity of Interplanetary Magnetic Field
11 Nov 2013Cadavid et al 2007
Maths – a little more detailRepresent data by MxN matrix DMxM covariance matrix is C = (D – D)(D – D)T
Calculate i=1,M eigenvalues λi & eigenvectors vi
EOFs in MxM matrix of eigenvectors EMxN matrix of PCs P = ET D
NB can rewrite D = (ET)-1 P = E P (E Hermitian)i.e. PCs give weighting of EOFs in data
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Data reduction/noise removal
• Higher order PCs are composed of lowest correlations so uncorrelated noise lies in these.
• Can reconstruct data omitting higher order EOFs to reduce noise.
• Can reduce data by keeping only PCs of lowest order EOFs.
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Books
R W Priesendorfer 1988PCA in meteorology and oceanographyElsevier
I T Jolliffe 2002Principal component analysisSpringer
11 Nov 2013