The simplicity and the analytic derivation of EOFs are the main reasons behind
its popularity in atmospheric science. The physical interpretability of the obtained
patterns is, however, a matter of controversy because of the strong constraints satisfied
by EOFs, namely orthogonality in both space and time. Physical modes such as
normal modes (Simmons et al. 1983) are not in general orthogonal. This shortcoming
has led to the development of rotated empirical orthogonal functions (REOFs), see
Richman (1986). REOFs yields in general localised structures by compromising some
of the EOFs properties such as orthogonality. REOFs will be presented in section 3.