kl_2012_fsu
kl_2012_fsu,
"Covariance, Correlation, and the KL-Expansion",
a discussion of the Karhunen-Loeve expansion,
written in 2012 at Florida State University.
The following files were used:
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airline_passengers.png,
a plot of airline passenger traffic.
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beta_pdf.png,
a plot of the Beta probability density function.
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beta_sample.png,
a plot of a histogram of Beta samples.
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brown_paper.png,
the first page of Robert Brown's report on Brownian motion.
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brownian_correlation.png,
a plot of the Brownian correlation function.
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brownian_motion_1d.png,
a plot of 1D Brownian motion.
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brownian_motion_2d.png,
a plot of 2D Brownian motion.
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clayton_test01.m,
a MATLAB program which plots correlation functions
for two values of the correlation length.
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clayton_besselj_plots.png,
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clayton_besselk_plots.png,
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clayton_circular_plots.png,
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clayton_constant_plots.png,
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clayton_cubic_plots.png,
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clayton_damped_cosine_plots.png,
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clayton_damped_sine_plots.png,
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clayton_exponential_plots.png,
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clayton_gaussian_plots.png,
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clayton_linear_plots.png,
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clayton_pentaspherical_plots.png,
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clayton_rational_quadratic_plots.png,
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clayton_spherical_plots.png,
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clayton_white_noise_plots.png,
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clayton_chebfun_test01.m,
a MATLAB program which computes and displays 5 eigenfunctions
for the gaussian correlation, with correlation length 1/4 and 1.
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clayton_chebfun_gaussian_0.25.png,
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clayton_chebfun_gaussian_1.0.png,
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clayton_chebfun_test02.m,
a MATLAB program which computes and displays 5 eigenfunctions
for the exponential correlation, with correlation length 1/4 and 1.
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clayton_chebfun_exponential_0.25.png,
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clayton_chebfun_exponential_1.0.png,
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clayton_chebfun_allfour.png,
all four of the immediately previous plots, concatenated using
imagemagick: "convert a.png b.png +append ab.png", "convert c.png d.png +append cd.png",
"convert ab.png cd.png -append abcd.png".
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correlation_besselj_plot.png,
a plot of the Bessel J correlation function.
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correlation_besselk_paths.png,
a plot of realizations based on the Bessel K correlation function.
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correlation_besselk_plot.png,
a plot of the Bessel K correlation function.
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correlation_damped_cosine_paths.png,
a plot of realizations based on the damped cosine correlation function.
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correlation_damped_cosine_plot.png,
a plot of the damped cosine correlation function.
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correlation_exponential_plot.png,
a plot of the exponential correlation function.
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correlation_gaussian_paths.png,
a plot of realizations based on the gaussian correlation function.
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correlation_gaussian_plot.png,
a plot of the gaussian correlation function.
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fsu_sports_logo.pdf,
a logo.
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ibm_stock.png,
a plot of the value of IBM stock over time.
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mode_1.png,
a plot of SVD U mode 1 (monthly variation, years averaged out).
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mode_2.png,
a plot of SVD U mode 2 (monthly variation, years averaged out)..
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mode_3.png,
a plot of SVD U mode 3 (monthly variation, years averaged out).
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mode_4.png,
a plot of SVD U mode 4 (monthly variation, years averaged out).
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nile.png,
a plot of yearly flood statistics for the Nile.
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paths.png,
a plot ODE paths with varying initial condition.
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snow_1890_0.png,
1890 snowfall.
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snow_1890_1.png,
rank 1 approximation to 1890 snowfall.
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snow_1890_2.png,
rank 2 approximation to 1890 snowfall.
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snow_1890_3.png,
rank 3 approximation to 1890 snowfall.
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snow_1890_4.png,
rank 4 approximation to 1890 snowfall.
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snow_1890_5.png,
rank 5 approximation to 1890 snowfall.
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snowfall.txt,
monthly snowfall records.
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snowfall_1890.png,
1890 snowfall.
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snowfall_2008.png,
2008 snowfall.
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snowfall_s.png,
singular values of the snowfall matrix.
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snowfall_svd.m,
a MATLAB program to analyze the snowfall data.
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v_mode_1.png,
a plot of SVD V mode 1 (yearly variation, months averaged out).
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v_mode_2.png,
a plot of SVD V mode 2 (yearly variation, months averaged out).
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v_mode_3.png,
a plot of SVD V mode 3 (yearly variation, months averaged out).
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v_mode_4.png,
a plot of SVD V mode 4 (yearly variation, months averaged out).
Last revised on 01 February 2024.