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|EOF calculations and data filling from incomplete oceanographic datasets|In: Journal of Atmospheric and Oceanic Technology. American Meteorological Society: Boston, MA. ISSN 0739-0572; e-ISSN 1520-0426, meer
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The paper presents a new self-consistent method to infer missing data from oceanographic data series and to extract the relevant empirical orthogonal functions. As a by-product, the new method allows for the detection of the number of statistically significant EOFs by a cross-validation procedure for a complete or incomplete dataset, as well as the noise level and interpolation error. Since the proposed filling and analysis method does not need a priori information about the error covariance structure, the method is self-consistent and parameter free.