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Geostadistica kriging simple

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Geostadistica kriging simple

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Modeling Spatially

Continuous Data

n First fit this model to the observed data using ordinary least

squares

Lecture 12

the ordinary least squares estimation

October17, 2002

n From the covariogram estimate the covariance matrix and

refit the model using generalized least squares

Bailey and Gatrell Chapter 5

The validity of the final model depends on:

appropriate trend surface model choice

appropriate variogram model choice

Objectives

n Understanding and describing the nature of the spatial

variation in an attribute

Knowledge of trend and covariance structure are

sufficient

has not been sampled

How to use derived model for prediction purposes

Assume we have the model

African mining engineer

Y (s) = x ( s) + U (s)

T

From this model can do better than just a

prediction based on mean value

Kriging

= x (s )

T

the covariance structure and the observed values at sampled

points

Optimal in the sense that it is unbiased and minimizes the

mean squared prediction error

Based primarily on the second order properties of the process Y

Prediction weights are based on the spatial dependence

between observations modeled by the variogram

Kriging Models

Simple Kriging

Assumes mean is known and does not need to be estimated

n Simple Kriging

Mean is known and constant throughout the study region

n Ordinary Kriging

Mean is fixed but unknown and needs to be estimated

n Universal Kriging

Mean varies, is an unknown linear combination

of known functions

of residuals ui u i = y i (s )

n We assume these residuals with zero mean also have

2

a known variance and covariance function C(s)

n Find an estimate u ( s ) for a value u (s ) of the random

variable U(s) at the location s given observed values ui of the

random variable U(s i)at the n sample locations s i

n With an estimate u ( s ) the predicted value of the random

variable y ( s) is derived by adding u ( s ) to the known trend at

the point s

Simple Kriging

n

i =1

U ( s )as the sum of random variables is a random variable itself

U ( s) = i (s)U (si )

s2

residuals

i=1

2

s1

s0

s6

locations

s3

3

4

s4

s5

U ( s ) should have a mean value of zero for any set of weights

weights are constants

Simple Kriging

Simple Kriging

mean square error is:

= i ( s) j (s )C( si , s j ) + 2 2 i (s )C (s , s i )

i=1 j =1

i =1

= ( s)C (s ) + 2 (s )c(s )

T

pairs of the n sample points

C(s) is an (n x 1) column vector of covariances between

the prediction point s and each of the n sample points

( s ) = C 1c( s )

U ( s) = T ( s)U = c T ( s)C 1U

The minimized expected mean square error corresponding to

the choice of weights is

Mean square prediction error or kriging variance

e2

ID

1

2

3

4

5

Distances

1

2

3

4

5

Y

29

73

82

91

22

1

0

Z

82

105

65

52

22

2

49.2

0

122

183

148

160

176

u

-38.37

22.63

-12.37

-0.37

15.63

3

53.9

40.3

0

4

65.2

55.9

15.8

0

Covariances

1

2

3

4

5

5

60.795

97.1

72.09

69.6

0

c(s)

6.895

5.032

10.15

8.083

4.079

*

( s)

( s ) = C 1c( s )

0.225

0.066

0.351

0.128

0.107

Sum

2

4.571

20

3

3.970

5.970

20

4

2.828

3.739

12.450

20

5

3.228

1.086

2.300

2.479

20

C-1

-0.01004 0.056751 -0.01508 0.000168 0.000252

-0.00646 -0.01508 0.087403 -0.05044 -0.00194

-0.00095 0.000168 -0.05044 0.082023 -0.00422

-0.00746 0.000252 -0.00194 -0.00422 0.051936

C-1

0.054914 -0.01004 -0.00646 -0.00095 -0.00746

-0.01004 0.056751 -0.01508 0.000168 0.000252

-0.00646 -0.01508 0.087403 -0.05044 -0.00194

-0.00095 0.000168 -0.05044 0.082023 -0.00422

-0.00746 0.000252 -0.00194 -0.00422 0.051936

1

20

0.877

U ( s) = i ( s)U ( si )

i =1

u ( s) = 0.225 * 38. 37 + 0 .066 * 22 .63 + 0.351 * 12 .37 + 0.128 * 0 .37 + 0.107 *15.63

9. 86

e2 = 2 c T ( s)C 1c (s)

= 20.0-6.92

= 13.08

i(s)

0.225

0.066

0.351

0.128

0.107

95 percent CI = 150 .5 7. 09

s2

n

U ( s) = i (s)U (si )

s1

i=1

0.066

0.225

s0

0.351

s3

150.5

0.128

s4

0.107

n First order effects are implicitly estimated as part

of the prediction process

n Prediction of yi occurs in one step using a weighted

linear combination of the observed values yi

n

Y ( s ) = i ( s) Y ( si )

i= 1

s5

Y(s) is constrained to be the mean

locations

Ordinary Kriging

The mean of

Ordinary Kriging

Ordinary Kriging

weights sum to one

as long as the

error between values of Y(s) and Y ( s )

The expected mean square is

E ((Y ( s ) Y ( s )) 2 ) = T ( s ) C ( s ) + 2 2 T ( s )c (s )

E ((Y ( s) Y ( s)) 2 ) = T ( s) C ( s) + 2 2 T ( s )c (s )

possible pairs of the n sample sites and c(s) is an (n x 1)

column vector of covariances, C(s,s i) between the

prediction point s and each of the n sample sites

To carry out optimization with constraints use the method

of Lagrange multiplier v(s)

T ( s)C ( s) + 2 2 T ( s)c ( s) + 2( T 1 1)v ( s)

Ordinary Kriging

Ordinary Kriging

1 =1

These equations are expressed as modified

matrix C+ and vectors + and c+

C (s) + 1v( s) = c (s)

T

C+

C ( s1, s1 )

C ( s n , s1 )

? + (s )

L C ( s1 , sn ) 1 ( s)

O

M

1

M

M

M

( s)

L C ( sn , sn ) 1 n

L

1

0 v ( s)

T ( s)C ( s) + 2 2T (s )c ( s) + 2( T 1 1) v (s )

Leads to 2 simultaneous equations

c+ ( s)

C ( s, s1 )

M

C (s, s )

n

T1 =1

C ( s) + 1v( s) = c( s )

And a solution

+ (s ) = C+ 1c+ (s )

Ordinary Kriging

To obtain the prediction

Solve the equation for

y ( s)

+ (s)

Then

(s )

y ( s ) = T (s ) y

Source

http://www. msu.edu/~ashton/466/2002_notes/3-18-02/ok_ill.html

1

2

3

4

x y

2 4

4 7

8 9

7 4

z

3

4

2

4

[1] [2] [3] [4] [5]

[1] 0.000 3.605 7.810 5.000 4.000

[2] 3.605 0.000 4.472 4.243 3.605

[3] 7.810 4.472 0.000 5.099 5.385

[4] 5.000 4.243 5.099 0.000 1.000

[5] 4.000 3.605 5.385 1.000 0.000

unknown point is:

[1] 3.162 2.236 5.000 2.236 1.414

The vector of covariances for the points to the unknown point is:

4.061023 5.026350 2.343750 5.026350 5.919616 1.000000

A vector of weights lambda, along with the LaGrange multiplier

in column 6:

[1]

[1] 0.17289193

[2] 0.26523729

[3] 0.05887157

[4] 0.16986833

[5] 0.33313088

[6] -0.13471033

Variogram model is a spherical model with nugget=2.5, sill=7.5,

range=10.0

3

( h) = C ( h )

3h

h

0 h 10

2.5 + ( 7.5 2.5)

20

2000

( h) = 0

h=0

7.5

otherwise

3h

h3

20 2000

The covariance matrix for the data points for the given model

[1]

[1] 7.500000

[2] 3.6200650

[3] 0.5001733

[4] 2.3437500

[5] 3.2400000

[6] 1.0000000

[2]

3.620065

7.500000

2.804380

3.013076

3.620065

1.000000

[3]

[4]

[5]

0.5001733 2.343750 3.240000

2.8043796 3.013076 3.620065

7.5.00000 2.260774 2.027458

2.2607737 7.50000 6.378750

2.0274579 6.378750 7.50000

1.0000000 1.000000 1.000000

[6]

1

1

1

1

1

0

Calculate the variance as the transpose of c times the inverse

of C times c, subtracted from the sill

5.135453

The kriging standard error is the square root of this:

point by the attribute value of that point

to determine the ordinary kriging

estimate:

e2 =

2.266154

4.375627

Primarily a local neighborhood estimator

There is no need to estimate a first-order trend; instead, the

mean is estimated from nearby data only.

Estimates are not as sensitive to non-stationarity (though the

covariance model may be affected, it is not as strongly affected

at short ranges as at long ones).

Universal Kriging

Universal Kriging

Y (s ) = 0 + 1 x1( s) + 2 x2 ( s) + L + n xn ( s) + ( s)

n

Y ( s ) = i ( s) Y ( si )

i= 1

mean squared error

{ }

that is E Y (s ) = E{(Y (s )}

i =1

=1

subject to this constraint, again use the method of Lagrange

multipliers

MSE = E | Y ( s) Y (s) | 2

Y(s)

for all 0 1 2 ,L p

expressions to zero and re-arranging terms we get the

kriging equations (using variogram)

n

(s

i =1

i= 1

=1

sk ) + v 0 + v j x j ( sk ) = ( sk s0 ); k = 1, 2L , n

j =1

i k

( s i ) = xk ( s0 ); k = 1,2 L , p

i =1

Universal Kriging

Universal Kriging

In matrix notation

(s1 , s2 )

0

0

( s2 , s1 )

M

M

( sn , s1 ) (s1 , s2 )

1

1

x1 (s1 )

x1 (s 2 )

M

M

x (s )

x p (s2 )

p 1

L ( s1 , s n ) 1 x1 (s1 ) L xp ( s1 ) 1

L (s 2 , sn ) 1 x1 (s 2 ) L x p (s 2 ) 2

O

M

M

M

M

M M

L

0

1 x 1 (s n ) L x p (s n ) n

L

1

0

0

L

0 v0

L x1 ( sn ) 0

0

L

0 v

1

M

M

M

M M

L x p (s n ) 0

0

L

0

vp

(s 1 s0 )

( s2 s0 )

( sn s0 )

x1 (s 0 )

x (s )

p 0

C+

C (s1 , s2 )

C (s , s )

1 2

x1 ( s1 )

x (s )

p 1

L C( s1 , s 2 )

O

M

x1 (s1 ) L

M

O

L C( s1 , s 2 ) x1 (s n )

L x1 (s n )

0

O

M

M

L x p ( sn )

0

L

L

O

L

x p ( s1 )

M

x p (s n )

0

M

0

+ (s )

1 ( s)

M

(s )

n

v1 ( s)

M

v p ( s)

c + ( s)

C ( s, s1)

M

C ( s, s )

1

x1 (s )

M

x (s )

p

solution

+ ( s) = C+1c+ ( s)

MSE

Prediction is

1

+ +

y ( s) = T ( s) y

= c (s )C c ( s)

2

e

T

+

Universal Kriging

n May make more sense to estimate trend explicitly

n Need to estimate trend to derive residuals for variogram

modeling in any case since it is only safe to estimate

variogram model from y when the mean is assumed

constant

n Does not make sense to use it for local neighborhoods

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