Interpolation Methods

Advanced Spatial Data Analysis
Session 6
Dr.Ijaz Hussain
Statistics, QAU
October 12, 2020
Dr.Ijaz Hussain (Statistics, QAU) Advanced Spatial Data Analysis October 12, 2020 1 / 16
Geostatistical Data
The domain D is a continuous, fixed set.

By continuous we mean that Z (s) can be observed everywhere within
D, i.e., between any two sample locations si and sj you can theoretically
place an infinite number of other samples.
By fixed we mean that the points in D are non-stochastic. Because of
the continuity of D, geostatistical data is also referred to as “spatial
data with continuous variation.”
Geostatistical Data

It is important to associate the continuity with the domain, not with
the attribute being measured.
Geostatistical Data

It is important to associate the continuity with the domain, not with
the attribute being measured.
An important task in the analysis of geostatistical data is the recon-
struction of the surface of the attribute Z over the entire domain, i.e.,
mapping of Z (s).
Applications of Geostatistics
1 Geostatistics for the Mining Industry: Professional Geostatistics
helps you get the best out of your resource by providing the latest
techniques to fully explore your deposit and improve your resource es-
timations.
timations.
2 Geostatistics for the Oil & Gas Industry: In the context of deeper oil
resources and more expensive exploration, geostatistics offers the sound
technology required to fully manage the uncertainties and achieve the
expected level of confidence in reservoir models.
timations.
3 Geostatistics for the Environmental Industry Geostatistics is vital
for environmental issues as it provides the accurate and reliable solu-
tions for mapping and uncertainty quantification needed by a sector
where health is at stake and the remediation costs are considerable.
timations.
3 Geostatistics for the Environmental Industry Geostatistics is vital
for environmental issues as it provides the accurate and reliable solu-
tions for mapping and uncertainty quantification needed by a sector
where health is at stake and the remediation costs are considerable.
4 Geostatistics for Health Sciences The analysis of health data and
assumed covariates, such as environmental, socio-economic, behavioral
or demographic factors, is a promising application for geostatistics. It
presents, several methodological challenges that arise from the fact that
data are typically aggregated over irregular spatial regions.
Limitation of Geostatistics
Interestingly, geostatistics models mathematical objects, not geological
objects.
objects.
For example, given a set of spatial measurements of response, a geol-
ogist can create various contour maps based on his/her understanding
of the underlying geology.
objects.
This process is best described as pattern recognition, the geologist has
an existing idea of the underlying geology when doing the interpreta-
tion.
objects.
tion. Geostatistics, however, does not recognize pattern, rather, it is
based on a set of mathematical principles.
Geostatistics is an art, and as such,is neither completely automatize
nor purely objective”.
objects.
tion. Geostatistics, however, does not recognize pattern, rather, it is
based on a set of mathematical principles.
Geostatistics is an art, and as such,is neither completely automatize
nor purely objective”.
In an experiment conducted by the US EPA, 12 independent
geostatisticians were given the same data set and asked to per-
form the same kriging. The 12 results were very different due
to widely different data analysis conclusions, variogram models,
choices of kriging type, and search strategy.
Limitation of Geostatistics II
There are no accepted universal algorithm for determining a variogram

/ covariance model.

/ covariance model.
The cross-validation is no guarantee that an estimation procedure will
produce good estimates at unsampled locations.

/ covariance model.
kriging needs not be the most appropriate estimation method.

/ covariance model.
Geostatistics is not a black box.

/ covariance model.
Geostatistics is not a black box.
Without understanding its fundamental assumptions and limitations,
an untrained person is more likely use it incorrectly. Geostatistics is a
tool: it cannot produce good results from bad data. It cannot replace
common sense, good judgment, or professional insight.
Interpolation Methods
Suppose that we have measured a quantity, z, at the locations

s1 , s2 , ..., sn in some region D of two-dimensional space. From data
z(s1 ), z(s2 ), ..., z(sn ) we want to predict z at the unobserved location
s0 ,i.e. si ∈ D ⊂ R 2 .

s0 ,i.e. si ∈ D ⊂ R 2 .
All interpolations methods use a weighted average of data from
measured locations as an estimate of the quantity of interest at
unmeasured locations,
n
X
z(s0 ) = λi z (si )
i=1

s0 ,i.e. si ∈ D ⊂ R 2 .
All interpolations methods use a weighted average of data from
measured locations as an estimate of the quantity of interest at
unmeasured locations,
n
X
z(s0 ) = λi z (si )
i=1
The weights λi depends on the interpolation method we choose.
Nearest neighbor interpolation
Simply predict z(s0 ) by the value z of the nearest observed point. That
is, in predicting z(x0 ) we put
z(s0 ) = z (s1 )
z(s0 ) = z (s1 )
Since s1 is the nearest point of s0 .
z(s0 ) = z (s1 )

We may also take average of k-nearest neighbors of s0 to predict the
value of z(s0 )
z(s0 ) = z (s1 )

value of z(s0 )
The nearest neighbor method may be used if
data is almost on a grid
z(s0 ) = z (s1 )

value of z(s0 )
Also useful if there are a few missing values in the sampling area (data
imputation).
z(s0 ) = z (s1 )

value of z(s0 )
Also useful if there are a few missing values in the sampling area (data
imputation).
Carefulness is needed for doing data imputation, especially if the miss-
ing values are not randomly spread over the sampling gird points. (miss-
ing at random).
Bi-linear Interpolation
Bi-linear interpolation is used when we need to know values are at random

position on a regular two dimensional grid. Please see the following figure
Note: sum of δi and 1 − δi is always unity.
In the figure z12 = (1 − δ1 )z1 + δ1 z2

In the figure z12 = (1 − δ1 )z1 + δ1 z2 and z43 = (1 − δ1 )z4 + δ1 z3


z0 = (1 − δ2 )z43 + δ2 z12


z0 = (1 − δ2 )z43 + δ2 z12 = (1 − δ1 )δ2 z1 + δ1 δ2 z2 + (1 − δ2 )δ1 z3 + (1 −
δ1 ) (1 − δ2 ) z4 .
Merits and Demerits of Bi-linear interpolation
The advantage of bilinear interpolation is that it is fast and simple to

implement.
Merits and Demerits of Bi-linear interpolation
The advantage of bilinear interpolation is that it is fast and simple to

implement.
Bilinear interpolation creates some patterns which are not necessarily
acceptable depending on what you intend to use the result
Polynomial interpolation by means of local regression
models
Suppose zi is a measurement of the response and si is a corresponding

vector of measurements of p covariates. In a regression model the
response and covariates are related by
zi = g (si ) + i ;
where g is the regression surface and the i are random errors.
models

zi = g (si ) + i ;

If s is any point in the space of the covariates and g (s) is the value of
the surface at s. for fitting of local regression models we can specify
properties of the regression surface and the errors.
models

zi = g (si ) + i ;

For each s, we suppose that in a certain neighborhood of s, the regres-
sion surface is well approximated by a polynomial etc
models

zi = g (si ) + i ;

For each s, we suppose that in a certain neighborhood of s, the regres-
sion surface is well approximated by a polynomial etc
Trend Surface Method
This is a form of multiple regression in which the predictors are the
spatial coordinates. For example,
z (x1 , x2 ) = f (x1 , x2 ) + ,
where z (x1 , x2 ) is the predicted value at {x1 , x2 } and f denotes a func-
tion of the spatial coordinates there.
z (x1 , x2 ) = f (x1 , x2 ) + ,
The model contains an error term, , and in regression this is assumed to
be independently and identically distributed with mean 0 and variance
σ2 .
z (x1 , x2 ) = f (x1 , x2 ) + ,
σ2 .
Plausible functions, usually simple polynomials such as planes, quadrat-
ics or cubics, are fitted by least squares to the spatial coordinates, and
the resulting regression equation is used for the prediction.
z (x1 , x2 ) = f (x1 , x2 ) + ,
σ2 .
Thus for a plane the regression equation would be z = b0 + b1 x1 + b2 x2
z (x1 , x2 ) = f (x1 , x2 ) + ,
σ2 .
Thus for a plane the regression equation would be z = b0 + b1 x1 + b2 x2
and for a quadratic surface z = b0 +b1 x1 +b2 x2 +b3 x12 +b4 x22 +b5 x1 x2 .
The predictor can be expressed as a weighted average of the
data used to obtain the trend surface.
Inverse distance Method
This method can elaborate spatial behavior of random field better than the
previously discussed methods, and much more popular. It is based on inverse
functions of distance in which the weights are defined by
λi = 1/ |xi − x0 |β with β > 0
λi = 1/ |xi − x0 |β with β > 0
Again scaled so that they sum to 1.
λi = 1/ |xi − x0 |β with β > 0
The result is that data points near to the target point carry larger
weight than those further away. The most popular
λi = 1/ |xi − x0 |β with β > 0
The result is that data points near to the target point carry larger
weight than those further away. The most popular
choice of β is 2 so that the data are inversely weighted as the square
of distance.
Merits and Demerits of Inverse distance Method
if x0 coincides with any xi then λi becomes infinite, the other weights

are unimprotant, and z(x0 ) takes the value z(xi ) i.e Interpolation is
exact.

exact.
An attractive feature of weighting by inverse squared distance is that
the relative weights diminish rapidly as the distance increases, and so
the interpolation is sensibly local. Further, because the weights never
become zero there are no discontinuities.

exact.
The choice of the weighting function is arbitrary, and there is no mea-
sure of error. Further, it takes no account of the configuration of the
sampling.

exact.
The choice of the weighting function is arbitrary, and there is no mea-
sure of error. Further, it takes no account of the configuration of the
sampling.
where data are clustered two or more locations may be at approximately
the same distance and direction from x0 , and each point will carry
the same weight as an isolated point a similar distance away but in a
different direction. This is clearly undesirable
Weigthed moving average
Moving window methods: Can use a moving average method or a weighted

moving average. For example, a point of predictions is assigned the mean
of the observed points in the square window with side length a.
Weigthed moving average
Moving window methods: Can use a moving average method or a weighted

moving average. For example, a point of predictions is assigned the mean
of the observed points in the square window with side length a.Other weight
schemes may be used (See modified Shepard’s method below).
Modified Shepard’s method
This is a variant of the inverse distance to a power interpolation.

The method uses inverse distance weighted least squares as in the
inverse distance method.

The modification is that only a locally least squares fit around the
prediction points are used in the weighted sum of observation points
as opposed to the global smoothing in the inverse distance method.

It may remove the the bull’s-eyes effect.

It may remove the the bull’s-eyes effect.
The method is exact, but smoothing may be introduced via a
smoothing parameter.
Steps involved in Geostatistics
1 Model the spatial variation:
Model the spatial correlation the variogram.
It measures the degree of separation in the random responses at two
different sites indexed by their co-ordinates in terms of their geographic
separation vector.
separation vector.
2 Develop a predictor:
Use the spatial variation model to construct a predictor of random re-
sponses at unsampled locations or areal units.
separation vector.
Kriging does this by using the variogram in an optimal predictor that
entails solving a system of linear equations. It enables strength to be
borrowed across space by exploiting the correlation. Close - by sites lend
more strength than distant sites.
separation vector.
Kriging: the best linear unbiased predictor (BLUP) for responses at
unsampled sites; computed on a site by site basis.
separation vector.
Kriging: the best linear unbiased predictor (BLUP) for responses at
unsampled sites; computed on a site by site basis.
Advantages over standard interpolation techniques : It unlike the others:
1. reflects (& exploits) the spatial correlation structure. 2. provides an
assessment of the uncertainty in its predictions (its accuracy).

Interpolation Methods

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Advanced Spatial Data Analysis

October 12, 2020

The domain D is a continuous, fixed set.

The domain D is a continuous, fixed set.

The domain D is a continuous, fixed set.

There are no accepted universal algorithm for determining a variogram

There are no accepted universal algorithm for determining a variogram

There are no accepted universal algorithm for determining a variogram

There are no accepted universal algorithm for determining a variogram

There are no accepted universal algorithm for determining a variogram

Suppose that we have measured a quantity, z, at the locations

Suppose that we have measured a quantity, z, at the locations

Suppose that we have measured a quantity, z, at the locations

The weights λi depends on the interpolation method we choose.

Since s1 is the nearest point of s0 .

Since s1 is the nearest point of s0 .

Since s1 is the nearest point of s0 .

Since s1 is the nearest point of s0 .

Since s1 is the nearest point of s0 .

Bi-linear interpolation is used when we need to know values are at random

In the figure z12 = (1 − δ1 )z1 + δ1 z2

Bi-linear interpolation is used when we need to know values are at random

In the figure z12 = (1 − δ1 )z1 + δ1 z2 and z43 = (1 − δ1 )z4 + δ1 z3

Bi-linear interpolation is used when we need to know values are at random

In the figure z12 = (1 − δ1 )z1 + δ1 z2 and z43 = (1 − δ1 )z4 + δ1 z3

Bi-linear interpolation is used when we need to know values are at random

In the figure z12 = (1 − δ1 )z1 + δ1 z2 and z43 = (1 − δ1 )z4 + δ1 z3

The advantage of bilinear interpolation is that it is fast and simple to

The advantage of bilinear interpolation is that it is fast and simple to

Suppose zi is a measurement of the response and si is a corresponding

where g is the regression surface and the i are random errors.

Suppose zi is a measurement of the response and si is a corresponding

where g is the regression surface and the i are random errors.

Suppose zi is a measurement of the response and si is a corresponding

where g is the regression surface and the i are random errors.

Suppose zi is a measurement of the response and si is a corresponding

where g is the regression surface and the i are random errors.

if x0 coincides with any xi then λi becomes infinite, the other weights

if x0 coincides with any xi then λi becomes infinite, the other weights

if x0 coincides with any xi then λi becomes infinite, the other weights

if x0 coincides with any xi then λi becomes infinite, the other weights

Moving window methods: Can use a moving average method or a weighted

Moving window methods: Can use a moving average method or a weighted

This is a variant of the inverse distance to a power interpolation.

This is a variant of the inverse distance to a power interpolation.

This is a variant of the inverse distance to a power interpolation.

This is a variant of the inverse distance to a power interpolation.

This is a variant of the inverse distance to a power interpolation.

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where g is the regression surface and the i are random errors.

where g is the regression surface and the i are random errors.

where g is the regression surface and the i are random errors.

where g is the regression surface and the i are random errors.