The Empirical Orthogonal Function (EOF) analysis was applied to examine the
relationship between DMI and monthly mean rainfall in Thailand. The Empirical
Orthogonal Function analysis is a descriptive multivariate statistical method. In
its discrete formula, EOF is also known as Principal Components Analysis (PCA)
[6]. The EOF technique is essentially a matrix method, in which the data to be
analyzed is arranged into matrices [7]. Linearly transform a continuous space-time
¯eld F(t; s), where t and s denote respectively time and spatial position to new
variables. This paper uses monthly mean rainfall in Thailand during the period
1979{2008 from 80 locations and given a data set that has the dimension time (n)
multiply by variable (p). Construct the n £ p matrix F in formula