Spatial Interpolation, Kriging

Spatial Interpolation,
Kriging
Thomas K. Windholz
Outline
Spatial Interpolation Basics
Simple, Ordinary, and Universal Kriging
Flavors of Kriging
Spatial interpolation allows us predicts
values at unsampled locations.
In general, a model fitting samples can
be split into first and second order
components.
First order can be captured by, for
example, a trend surface through
regression.
Second order looks at residuals and their
Covariance (e.g., Krigingnamed after
South African mining geologist D.G.
Krige)
Outline
Flavors of Kriging
Simple, Ordinary, and
Universal Kriging
What is the difference?
Derivation of simple kriging
Equations for prediction & kriging
variance
Analysis steps
Augmentation to incorporate trend
Differences Among Kriging
Methods
Remember equation for a spatial random
variable:

Simple Kriging: No trend (only )
Ordinary Kriging: Constant trend
Universal Kriging: Polynomial trend
) ( ) ( ) ( s U s x s Y
T
+ = |
) (s U
Derivation of Simple Kriging
Basic Idea:
=
=
n
i
i i
s U s s U
1
) ( ) ( ) (

s
1

s
s
2

s
3

s
4

2

Basic Idea:

How should differ from ?
) (
s U
s
1

s
s
2

s
3

s
4

) (s U
2

One descriptor is expected mean square
error:
( ) ( ) ( ) ( ) ( ) ) (
) ( 2 ) ( ) (
) ( ) (
2 2
2
s U s U E s U E s U E s U s U E + =

= = =
+ =
n
i
i i
n
i
n
j
j i j i
s s C s s s C s s
1
2
1 1
) , ( ) ( 2 ) , ( ) ( ) ( o
) ( ) ( 2 ) ( ) (
2
s c s s C s
T T
o + =
One descriptor is expected mean square
error:
( ) ( ) ( ) ( ) ( ) ) (
) ( 2 ) ( ) (
) ( ) (
2 2
2
s U s U E s U E s U E s U s U E + =
) ( ) ( 2 ) ( ) (
2
s c s s C s
T T
o + =
minimize

= = =
+ =
n
i
i i
n
i
n
j
j i j i
s s C s s s C s s
1
2
1 1
) , ( ) ( 2 ) , ( ) ( ) ( o
Minimization (through differentiation) results
in:

which we can use back in our starting
equation of:
) ( ) (
1
s c C s

=
=
=
n
i
i i
s U s s U
1
) ( ) ( ) (

Note on the side:
) , (
j i
s s C
) , (
i
s s c
Covariance matrix among all sample sites
Covariance vector between
prediction location s and all sample sites s
i

Kriging variance
The kriging variance results in
(substitute (s) in the expected mean
square error):
( ) ( ) ) ( ) ( ) ( ) (
1 2 2
2
s c C s c s U s U E
T
e

= = o o
Analysis Steps
Remove trend if it exists
Calculate empirical variogram on
residuals
Fit theoretical variogram
Calculate C and c (actually I
-1
and )
Predict value & add trend
Estimate error
Augmentation to incorporate
trend
Ordinary kriging incorporates a constant
trend
Universal kriging incorporates a trend of
order x
Ordinary Kriging
General:

Simple Kriging:

Ordinary & Universal Kriging:
) ( ) ( ) ( s U s x s Y
T
+ = |
=
=
n
i
i i
s U s s U
1
) ( ) ( ) (
=
=
n
i
i i
s Y s s Y
1
) ( ) ( ) (
e
Ordinary Kriging
Can handle constant trend (mean)
through an augmented matrix C
+
and
augmented vectors e
+
(s) and c
+
(s).
+
C
) (s
+
e
=
=
) (s c
+
|
|
|
|
|
.
|
\
|
0 1 1
1 ) , ( ) , (
1 ) , ( ) , (
1
1 1 1
n n n
n
s s C s s C
s s C s s C
|
|
|
|
|
.
|
\
|
) (
) (
) (
1
s
s
s
n
v
e
e
|
|
|
|
|
.
|
\
|
1
) , (
) , (
1
n
s s C
s s C
Ordinary Kriging
Can handle constant trend (mean)
through an augmented matrix C
+
and
augmented vectors e
+
(s) and c
+
(s).
+
C
) (s
+
e
=
=
) (s c
+
|
|
|
|
|
.
|
\
|
0 1 1
1 ) , ( ) , (
1 ) , ( ) , (
1
1 1 1
n n n
n
s s C s s C
s s C s s C
|
|
|
|
|
.
|
\
|
) (
) (
) (
1
s
s
s
n
v
e
e
|
|
|
|
|
.
|
\
|
1
) , (
) , (
1
n
s s C
s s C
Simple kriging
Ordinary Kriging
Constant trend will be simultaneously
predicted.
Can estimate variogram from y values
without removing trend (since it is
constant).
Usually works within a neighborhood and
not with entire dataset.
Since it works in a neighborhood trend only
has to be constant in the neighborhood (be
cautious with this statement)
Universal Kriging
Can handle polynomial trend:
+
C
) (s
+
e
= ) (s c
+
|
|
|
|
|
|
|
|
.
|
\
|
0 0 ) ( ) (
0 0 ) ( ) (
) ( ) ( ) , ( ) , (
) ( ) ( ) , ( ) , (
1
1 1 1
1 1
1 1 1 1 1 1

n p p
n
n p n n n n
p n
s x s x
s x s x
s x s x s s C s s C
s x s x s s C s s C
|
|
|
|
|
|
|
|
.
|
\
|
) (
) (
) (
) (
1
1
s
s
s
s
p
n
v
v
e
e
=
|
|
|
|
|
|
|
|
.
|
\
|
) (
) (
) , (
) , (
1
1
s x
s x
s s C
s s C
p
n
Universal Kriging
Polynomial trend will be simultaneously
predicted.
Cannot estimate variogram from y
values without removing trend first!!!
Thus, trend has to be removed first
anyway to estimate variogram!
Neighborhood not such an issue as with
ordinary kriging.
Outline
Flavors of Kriging
Flavors of Kriging
Block Kriging
Co-Kriging
Others: Robust, Disjunctive, and
Indicator Kriging
Block Kriging
Uses a block A rather than locations s.
For example:
) , (
i
s s C
A
ds s s C
s A C
A
i
i
}
=
) , (
) , (
) , ( s s C
2
) , (
) , (
A
s dsd s s C
A A C
A
}}
' '
=
Co-Kriging
Basic idea is to use a second, highly
correlated, variable in locations where
primary variable is (or cannot) be
measured.
Primary and secondary variable
Samples with:
Co-Kriging
Basic idea is to use a second, highly
correlated, variable in locations where
primary variable is (or cannot) be
measured.
Primary and secondary variable
Secondary variable only
Samples with:
Co-Kriging
Essential component of co-kriging is the
cross-covariogram or cross-variogram:
( )( ) ( )
X Y YX
s X h s Y E h C + = ) ( ) ( ) (
( )( ) ( ) ) ( ) ( ) ( ) ( ) ( 2 s X s X s Y h s Y E h
YX
+ =
Co-Kriging
and the empirical cross-variogram
can be estimated through:
=
=
h s s
j i j i YX
j i
x x y y
h n
h ) )( (
) (
1
) (
2
Co-Kriging
Thus, we can model the variable Y(s)
through:

With the solution for e again as an
augmented system e
+
.

+
= =
+ =
m n
j
j xi
n
i
i yi
s Y s s Y s s Y
1 1
) ( ) ( ) ( ) ( ) (
e e
Spatial Interpolation,
Kriging
Thomas K. Windholz

Spatial Interpolation, Kriging

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