Beruflich Dokumente
Kultur Dokumente
Modeling Spatially
Continuous Data
n First fit this model to the observed data using ordinary least
squares
Lecture 12
October17, 2002
Objectives
n Understanding and describing the nature of the spatial
variation in an attribute
Knowledge of trend and covariance structure are
sufficient
Y (s) = x ( s) + U (s)
T
Kriging
= x (s )
T
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
Simple Kriging
U ( s) = i (s)U (si )
s2
i=1
2
s1
s0
s6
s3
3
4
s4
s5
U ( s ) should have a mean value of zero for any set of weights
Simple Kriging
Simple Kriging
= 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
( 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
e2
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
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
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
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
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
Y ( s ) = i ( s) Y ( si )
i= 1
s5
Ordinary Kriging
The mean of
Ordinary Kriging
Ordinary Kriging
as long as the
E ((Y ( s) Y ( s)) 2 ) = T ( s) C ( s) + 2 2 T ( s )c (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)
(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
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
e2 =
2.266154
4.375627
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
{ }
that is E Y (s ) = E{(Y (s )}
i =1
=1
MSE = E | Y ( s) Y (s) | 2
Y(s)
for all 0 1 2 ,L p
(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