1

Modeling Spatially
Continuous Data
Lecture 14
October 22, 2002
Bailey and Gatrell Chapter 6
Kriging Extensions
Block kriging
Co-kriging
Several variants of kriging exist
Estimate the average value of a continuous variable
for a small region
Prediction of a variable value is based on one
or more other variable
Block Kriging
Instead of prediction for a point - refers to prediction
of an average value over an area or block
a region A
area H
center point s
0
s
0
Block Kriging
Region A
One approach estimate
values at several locations
within the block
Then compute their average
2
Semivariances or covariances between data points and
the predicted point are replaced by average semi-
variances or covariances between the data points and all
points in the block
s
1
s
2
s
3
s
4
s
5
Block Kriging
The Cmatrix is unchanged
Block Kriging
1
1
1
1
1
1
]
1

1
) , (
) , (
) , (
2
1
n
s s C
s s C
s s C
c M
1
1
1
1
1
1
]
1

+
1
) , (
) , (
) , (
2
1
n
s A C
s A C
s A C
A c M
Ordinary kriging vector
1
1
1
1
1
1
1
1
1
]
1

1
) , (
) , (
) , (
2
1
A
n
A
A
H
ds s s C
H
ds s s C
H
ds s s C
M
Block kriging vector
Block Kriging
) ( ) ( ) , (
1 2
A c C A c A A C
T
e +

+ +

Block kriging variance
Purpose; provide accurate estimates of attribute values for
blocks with known error
Variation:
Observations are themselves over blocks rather than points
Prediction with block support
Block Kriging
Advantages
Can generate smoother maps and smaller estimation
variances
Estimates produced by solving one set of kriging
equations
3
Co-kriging
Prediction of a primary variable using addition information
from a secondary variable
Secondary variable x
Primary variable y
Co-kriging
If y and x are highly correlated we can use the information
about x to improve the prediction of y.
If the primary variable of interest is y, the x values that
were sampled can be used to improve the y predictions at
any point in the region
We first need a formal method for estimating and modeling
the correlation
Do this by extension of the covariogram and variogram for
single variables to cross-covariogramand cross-variogram
Co-kriging
)) ) ( )( ) ( (( ) (
X Y YX
s X h s Y E h C +
{ } R s s Y ), (
A random process relating
to the primary variable
{ } R s s X ), (
A random process relating
to the secondary variable
If both processes are assumed stationary, then
the cross-covariogram is defined as:
))) ( ) ( ))( ( ) ( (( ) ( 2 s X h s X s Y h s Y E h
YX
+ +
and the cross-variogram is defined as
) ( ) ( h h
YX XY
C C
Co-kriging
Cross-covariogram need not be symmetric
) ( ) ( h h
YX XY

Cross-variogram is always symmetric
Cross-covariogram modeled as symmetric and derived from the
estimated cross-variogram model by:
) ( ) ( ) ( h h
XY XY YX
C
4
Co-kriging
Sample estimator for cross-variogram is given by

h s s
j i j i YX
j i
x x y y
n
) )( (
) (
1
) ( 2
h
h
As previously, usually requires setting a tolerance on
distance and direction separation h.
Under assumption of isotropy h refers just to distance
between points
This sample cross-variogram is then fit with a smooth model
Modeling Co-regionalization
Modeling the co-regionalization between two variables involves
choosing and fitting functions to two direct semivariograms
plus the cross semivariogram.
The three models cannot be built independently
Approach
Model the three semivariograms as linear combinations
of the same set of basic semivariogram models
The linear model of co-regionalization (LMC)
Each of the basic models must be permissible
Linear model of co-regionalization imposes certain restrictions:
Model must be positive-definite (i.e. nugget, spherical,
exponential, Gaussian...)
Same model(s) (but with differing parameters) must be
used for the primary and secondary variable variograms,
and the cross-variogram.
Let u be the parameters for the primary model, v those for
the secondary model, and w the cross-variogram. u and v >
0; u*v > w
2
.
Modeling Co-regionalization
Modeling Co-regionalization
) ( ) (
0
h h
l
L
l
l
XX XX
g b

) ( ) (
0
h h
l
L
l
l
YY YY
g b

) ( ) (
0
h h
l
L
l
l
YX YX
g b

Where g
l
(h) is a set of
basic semivariogram
models
The model coefficients b
must satisfy:
l b b
l
XX
l
YY
0 , 0
l b b b
l
XX
l
YY
l
YX
| |
Model types must be the same, parameters need not be
Generally, for each structure g
l
(h), the matrix of b coefficients must be positive
semi-definite
5
Modeling Co-regionalization
) 26 / ( 0065 . 0 ) 6 / ( 01 . 0 ) ( 007 . 0 ) (
0
m h sph m h sph g + + h h
Example
) 26 / ( 155 ) ( 100 ) (
0
m h sph g + h h
) 26 / ( 0 . 1 ) ( 4 . 0 ) (
0
m h sph g + h h
variogram model for ph
variogram model for conductivity
cross-variogram model for ph and conductivity
g
0
(h) is nugget model
Where
sph(h/6m) is spherical model with range 6 meters
155 * 0065 . 0 | 1 | , 0 * 01 . 0 | 0 | 100 * 007 . 0 | 41 . 0 |
Modeling Co-regionalization
General guidelines
1. A structure that appears in the semivariogram model
for X or Y does not necessarily have to appear in the
cross-variogram model
2. Any structure that is included in the cross-variogram
must be included in both the X and Y semivariogram
models
Co-kriging
Prediction of y is performed through a weighted average of
nearby y and x values
j
m
j
j i
n
i
i
x b y a Y


+
1 1
0

Where i = 1, , n measurements of Y and j= 1,..,m

measurements of X
The weights are a function of distance modified by the
covariance
Co-kriging
The prediction variance is given by:
) ,

( 2 ) ( )

( )

(
0 0 0 0 0 0
Y Y COV Y VAR Y VAR Y Y VAR +
) , ( ) , (
j i j i j i j i
X X COV b b Y Y COV a a

+
) ( ) , ( 2
0
Y VAR X Y COV b a
j i j i
+ +

) , ( 2 ) , ( 2
0 0
Y X COV b Y Y COV a
j j i i

We want to find an estimate of , namely which has
minimum prediction variance and is unbiased
0

Y 0
Y
6
Co-kriging
Un-biasedness Conditions
Unbiasedness conditions can take different forms in cokriging
Usual conditions are found as follows:
) ( ) ( )

(
0 0
Y E X b Y a E Y E
j j i i
+

) ( ) ( )

(
0 j i i i
X E b Y E a Y E

+

+
i i
b X E a Y E ) ( ) (
0 0
Assuming stationary means
Unbiased if
1
i
a
We want
0
j
b
Co-kriging
The system of co-kriging equations
n i for Y Y C v X Y C b Y Y C a
i j i
n
j
j j i
n
j
j
,..., 1 ) , ( ) , ( ) , (
0 1
1 1
+ +


n j for Y Y C v X Y C a X X C b
j j i
m
i
i j i
m
i
i
,..., 1 ) , ( ) , ( ) , (
0 2
1 1
+ +


1

i
i
a 0

j
j
b Lagrange Multipliers v
1
, v
2
1 0
1
0
1
0 0
) , ( ) , ( ) ( ) ,

( v X X C b Y Y C a Y Var Y Y Var
i
m
j
j i
n
i
i



Resulting prediction variance
to account for 2 constraints
Co-Kriging
) ( ) ( s c s C
+ + +

1
1
1
1
1
1
1
1
1
1
1
]
1

+ + + + +
+
0 0 1 1 0 0
0 0 0 0 1 1
1 0 ) , ( ) , ( ) , ( ) , (
1 0 ) , ( ) , ( ) , ( ) , (
0 1 ) , ( ) , ( ) , ( ) , (
0 1 ) , ( ) , ( ) , ( ) , (
1 1
1 1 1 1 1 1
1 1
1 1 1 1 1 1
L L
L L
L L
M M M O M M O M
L L
L L
M M M O M M O M
L L
m n m n X m n X n m n XY m n XY
m n X X n XY XY
n n YX n YX n n Y n Y
n YX YX n Y Y
s s C s s C s s C s s C
s s C s s C s s C s s C
s s C s s C s s C s s C
s s C s s C s s C s s C

,
_

1
]
1

1
]
1

1
]
1

1
]
1

+
0 0
0 0
T T
T T
XX XY
YX YY
1 0
0 1
1 0
0 1
C C
C C
C

,
_

+
2
1
1
1
) (
) (
) (
) (
v
v
s
s
s
s
m xn
x
yn
y

M
M

,
_

0
1
) , (
) , (
) , (
) , (
1
1
n YX
YX
n Y
Y
s s C
s s C
s s C
s s C
M
M
Co-Kriging
1
1
1
1
]
1

2
1
v
v
b
a
1
1
1
1
]
1

0
1
0
0
X
Y
c
c

,
_

1
]
1

1
]
1

1
]
1

1
]
1

0 0
0 0
T T
T T
XX XY
YX YY
1 0
0 1
1 0
0 1
C C
C C
1
1
1
1
]
1

2
1
*
v
v
b
a
1
1
1
1
]
1

0
1
0
0
X
Y
c
c
7
Cobalt concentrations
at 335 locations:
Nickel concentrations at
259 locations
Co-Kriging Example
Source: http://www. msu.edu/~ashton/466/2002_notes/3-27-02/cokriging.html
variogram(co): 2 Nug(0) + 12 Sph(1.2);
variogram(ni, co): 3.4 Nug(0) + 19 Sph(1.2);
variogram(ni): 9 Nug(0) + 70 Sph(1.2);
Estimate the value of
Nickel at a set of 24
locations where Nickel and
Cobalt are missing
Co-Kriging Example
cross-variogram
Nickel concentrations are available at the 24 sites, so can
compare with predictions.
Co-Kriging
The benefits of co-kriging increase as the correlation between
attributes increases and as the secondary information becomes
more abundant than the primary information
If either of these conditions do not hold, the result will
be identical to ordinary kriging of the primary variable,
and the kriging variance will not be reduced.