Geostatistics

Mike Goodchild

Spatial interpolation

A field
variable is interval/ratio
z = f(x,y)
sampled at a set of points

How to estimate/guess the value of the

field at other points?

Characteristics of
interpolated surfaces

Representation
raster, isolines, TIN

Form
rugged or smooth
exact or approximate
continuity

0-order
1-order
2-order

Uncertainty
variance estimators?

Linear interpolation

Along a line
geocoding with address ranges
x2,y2
address2

x1,y1
address1

x,y
address

In a triangle
30

40
20

In a rectangle

Bilinear interpolation
20

(24)

30

(29)

30

(34)

40

Characteristics of linear
interpolation
Exact
0-order continuity
Contours are straight

but not parallel in bilinear case

IDW

Advantages
quick, universal, theory-free

Disadvantages
theory-free
directional effects

non-spatial

characteristics of a weighted average

when all weights are non-negative

100

97

94

91

88

85

82

79

76

73

70

67

64

61

58

55

52

49

46

43

40

37

34

31

28

25

22

19

16

13

10

4.5

3.5

2.5

1.5

0.5

Characteristics of IDW
surfaces

Pass through each data point (exact)

if negative power distance function
1/0b =

0-, 1-, 2-order continuous

except at data points

Underestimate peaks
volcanoes
unless peak is observation point

Extrapolate to the global mean

Noisy extrapolations

Kriging
Geostatistics as theoretical framework
Estimation of parameters from data
Use of estimated model to control
interpolation
Many versions

not a simple black box

highlights
demonstration

The variogram

Relationship between variance and distance

Formalization of Tobler's First Law
Estimated from data
how well can a given data set estimate variogram?
distribution of sample points is critical

at peaks and pits

samples the range of possible distances
uniform spacing not desirable
but often out of the user's control

Estimation

Data points zi(xi)

Interpolate at x
stochastic process
multiple realizations

variance obtained from variogram

A set of weights i unique to x

chosen such that the estimate is

unbiased
minimum variance

Kriging prediction

Results of Kriging

A mean surface
A variance surface
minimum at observation points

Mean surface is smoother than any realization

is not a possible realization

a mean map is not a possible map

compare a univariate process

average rainfall versus rainfall from a single storm
conditional simulation

Kriging standard error

Kriging variants

Co-Kriging
interpolation process guided by another
variable (field)
hard and soft data
observations of interpolated data are hard
guiding variable is soft

70
55
83

68
z = f (elevation)

Co-Kriging
Linear relationship f
Point observations are hard

accurate, sparse

Elevation observations are soft

inaccurate (errors in measurement or
prediction)
dense

Co-Kriging prediction

Co-Kriging standard error

Indicator Kriging

Binary field
c {0,1}

Obtained by thresholding an interval/ratio field

c=1 if z>t else c=0
estimate variogram from observations of c
z is hidden

The multivariate case

sequential assignment

Indicator Kriging
Assign Class 1, notClass 1
Among notClass 1, assign Class 2,
notClass 2
Continue to Class n-1

notClass n-1 = Class n

Universal Kriging

Simple Kriging is all second order

trend results from random walk

Stochastic process plus trend

trend is first order
remove trend before analysis
restore trend after analysis

Advantages and
disadvantages
Theoretically based
Not a black box
Statistical

variance estimates

Sensitivity to sample design