L.V. Grunskaya, V.V. Isakevich, L.T. Sushkova, A.A. Zakirov

The article considers how the widely-known statistical method based on covariance matrix eigenvector basis is applied to analyse the time series produced by observation of electrical and magnetic fields, meteo parameters and radiation level. The method separates the time series to the non correlated additive components which strongly differ by their capacity. This feature allows to use the other methods (including spectral analysis) to research the selected components, even those which are not dominating and cannot be discovered by the direct spectral analysis. The article contains the examples of mutual modulations of periodical conponents which are discovered by this method applied to time series of vertical electrical field of the Earth