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SetDirectory[NotebookDirectory[]];stochasticData=Import["stochasticData.mat"]
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KarhunenLoeveDecomposition[{stochasticData}]
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{{{30.4105,27.7952,27.4321,27.0988,28.1267,30.1579,29.0616,29.5896,29.6317,29.6878,28.4126,28.3968,29.651,28.0758,27.8531,31.0805,29.1616,28.0372,28.5301,26.7796,28.4915,28.1723,29.1423, ⋯4⋯ ⋯211300⋯ ⋯1⋯ | |||||
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{{{{ ⋯1⋯ | |||||
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