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Question about the use of KarhunenLoeveDecomposition?

Jaime de la Mota
Posted 3 years ago

Hello everyone. I have a vector called stochasticData.mat which size is 211302*50 and I need to perform the karhunen-Loève decomposition on it to calculate the uncorrelated random variables. Note that stochasticData.mat has 50 realizations of a stochastic random process measured in 211302 points. I think that I can use the KarhunenLoeveDecomposition function. However, I am not and advanced user, so I don't know what I am doing. I have attempted what can be seen in the following image

enter image description here

Also, the code is reproduced here: 

SetDirectory[NotebookDirectory[]];
stochasticData = Import["stochasticData.mat"]

KarhunenLoeveDecomposition[{stochasticData}]

Could someone please tell me what am I doing wrong and what is the way of obtaining the uncorrelated random variables?

Any answer is appreciated. Best regards. Jaime.

Also,I have attached the notebook which contains what I have displayed in the image. I cannot add stochasticData.mat since it is too heavy to be uploaded.
POSTED BY: Jaime de la Mota
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int = Integrate[1/(x^3 - 1), x];
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