Spatial interpolation of severely skewed data with several peak values by the approach integrating kriging and triangular irregular network interpolation

It was not unusual in soil and environmental studies that the distribution of data is severely skewed with several high peak values, which causes the difficulty for Kriging with data transformation to make a satisfied prediction. This paper tested an approach that integrates kriging and triangular irregular network interpolation to make predictions. A data set consisting of total Copper (Cu) concentrations of 147 soil samples, with a skewness of 4.64 and several high peak values, from a copper smelting contaminated site in Zhejiang Province, China. The original data were partitioned into two parts. One represented the holistic spatial variability, followed by lognormal distribution, and then was interpolated by lognormal ordinary kriging. The other assumed to show the local variability of the area that near to high peak values, and triangular irregular network interpolation was applied. These two predictions were integrated into one map. This map was assessed by comparing with rank-order ordinary kriging and normal score ordinary kriging using another data set consisting of 54 soil samples of Cu in the same region. According to the mean error and root mean square error, the approach integrating lognormal ordinary kriging and triangular irregular network interpolation could make improved predictions over rank-order ordinary kriging and normal score ordinary kriging for the severely skewed data with several high peak values.     

Disjunctive kriging, universal kriging, or no kriging: Small sample results with simulated fields

This paper provides a comparison between linear (universal) and nonlinear (disjunctive) kriging estimators when they are computed from small samples chosen randomly on simulated stationary and nonstationary fields. Point estimation results are reported. In all cases considered, kriging estimators were found better than a local mean estimator, with universal kriging either better than or as good as disjunctive kriging. The latter, which is suited to handle stationary fields, did not provide more accurate estimates because the use of small samples led to inconsistencies in the assumed bivariate model. Universal kriging was particularly better with nonstationary fields.     

A review of lognormal estimators forin situ reserves

The term “lognormal kriging” does not correspond to a single well defined estimator. In fact, several types of lognormal estimators forin situ reserves are available, and this may cause confusion. These estimators are based on different assumptions—that is, different models. This paper presents a review of these estimators.     

Kriging in terms of projections

In the last few years, an increasing number of practical studies using so-called kriging estimation procedures have been published. Various terms, such as universal kriging, lognormal kriging, ordinary kriging, etc., are used to define different estimation procedures, leaving a certain confusion about what kriging really is. The object of this paper is to show what is the common backbone of all these estimation procedures, thus justifying the common name of kriging procedures. The word kriging (in French krigeage) is a concise and convenient term to designate the classical procedure of selecting, within agiven class of possible estimators, the estimator with a minimum estimation variance (i.e., the estimator which leads to a minimum variance of the resulting estimation error). This estimation variance can be seen as a squared distance between the unknown value and its estimator; the process of minimization of this distance can then be seen as the projection of the unknown value onto the space within which the search for an estimator is carried out.     

Revisited rainfall network design: evaluation of heuristic versus entropy theory methods

Rain gauges are installed to measure pointwise precipitation and provide a comprehensive perspective of its spatiotemporal variations. Selection of an efficient and reliable rainfall monitoring network is a key role to reduce its maintenance and handling cost. The main purpose of the current paper is to compare efficiencies of various network design methods. The applied methods are entropy theory (as probabilistic multi-criteria decision-making) and genetic algorithm (as one of the heuristic methods) with three objective functions. Also, two classical (ordinary kriging; OK) and modern (Bayesian maximum entropy; BME) spatial simulation methods were undertaken to provide a comprehensive spatial simulation of precipitation. The proposed assessment was applied on spatial mean annual precipitation variability in the Namak Lake watershed located in the central part of Iran. The final efficiency of developed network design methods is evaluated in terms of three criteria known as mass estimation error, total error, and spatial bias of estimated rainfall. Based on the results, different network distributions have been proposed by the methods. Despite the reliability of the heuristic approach in nonlinear optimization due to its mathematical principle, the results indicated that the network design based on entropy theory can be used to estimate long-term mean annual precipitation more reliably and accurately. Results of the mass estimation error have shown 78 and 83% superiority of the entropy theory approach from the worst approach obtained from the OK and BME methods, respectively.     

Normal and lognormal estimation

A comprehensive theoretical study of the problem of estimation of regionalized variables with normal or lognormal distribution is presented. Unbiased linear estimators are derived, under both assumptions that the population mean is known and unknown, and their error variance is calculated. The minimum variance kriging estimators are studied in more detail and are compared with the conditional expectations. The emphasis is on the study of lognormally distributed variates. The derived mathematical formulas are applicable to the optimal contouring of sample values with the appropriate distribution, as well as the optimal estimation of blocks of ore in mineral deposits.     

An Alternative Measure of the Reliability of Ordinary Kriging Estimates

This paper presents an interpolation variance as an alternative to the measure of the reliability of ordinary kriging estimates. Contrary to the traditional kriging variance, the interpolation variance is data-values dependent, variogram dependent, and a measure of local accuracy. Natural phenomena are not homogeneous; therefore, local variability as expressed through data values must be recognized for a correct assessment of uncertainty. The interpolation variance is simply the weighted average of the squared differences between data values and the retained estimate. Ordinary kriging or simple kriging variances are the expected values of interpolation variances; therefore, these traditional homoscedastic estimation variances cannot properly measure local data dispersion. More precisely, the interpolation variance is an estimate of the local conditional variance, when the ordinary kriging weights are interpreted as conditional probabilities associated to the n neighboring data. This interpretation is valid if, and only if, all ordinary kriging weights are positive or constrained to be such. Extensive tests illustrate that the interpolation variance is a useful alternative to the traditional kriging variance.     

Is Lognormal Kriging Suitable for Local Estimation?

Lognormal kriging was developed early in geostatistics to take account of the often seen skewed distribution of the experimental mining data. Intuitively, taking the distribution of the data into account should lead to a better local estimate than that which would have been obtained when it is ignored. In practice however, the results obtained are sometimes disappointing. This paper tries to explain why this is so from the behavior of the lognormal kriging estimator. The estimator is shown to respect certain unbiasedness properties when considering the whole working field using the regression curve and its confidence interval for both simple or ordinary kriging. When examined locally, however, the estimator presents a behavior that is neither expected nor intuitive. These results lead to the question: is the theoretically correct lognormal kriging estimator suited to the practical problem of local estimation?     

Comparison of kriging techniques in a space-time context

Space-time processes constitute a particular class, requiring suitable tools in order to predict values in time and space, such as a space-time variogram or covariance function. The space-time co-variance function is defined and linked to the Linear Model of Coregionalization under second-order space-time stationarity. Simple and ordinary space-time kriging systems are compared to simple and ordinary cokriging and their differences for unbiasedness conditions are underlined. The ordinary space-time kriging estimation then is applied to simulated data. Prediction variances and prediction errors are compared with those for ordinary kriging and cokriging under different unbiasedness conditions using a cross-validation. The results show that space-time kriging tend to produce lower prediction variances and prediction errors that kriging and cokriging.     

Application of FFT-based Algorithms for Large-Scale Universal Kriging Problems

Looking at kriging problems with huge numbers of estimation points and measurements, computational power and storage capacities often pose heavy limitations to the maximum manageable problem size. In the past, a list of FFT-based algorithms for matrix operations have been developed. They allow extremely fast convolution, superposition and inversion of covariance matrices under certain conditions. If adequately used in kriging problems, these algorithms lead to drastic speedup and reductions in storage requirements without changing the kriging estimator. However, they require second-order stationary covariance functions, estimation on regular grids, and the measurements must also form a regular grid. In this study, we show how to alleviate these rather heavy and many times unrealistic restrictions. Stationarity can be generalized to intrinsicity and beyond, if decomposing kriging problems into the sum of a stationary problem and a formally decoupled regression task. We use universal kriging, because it covers arbitrary forms of unknown drift and all cases of generalized covariance functions. Even more general, we use an extension to uncertain rather than unknown drift coefficients. The sampling locations may now be irregular, but must form a subset of the estimation grid. Finally, we present asymptotically exact but fast approximations to the estimation variance and point out application to conditional simulation, cokriging and sequential kriging. The drastic gain in computational and storage efficiency is demonstrated in test cases. Especially high-resolution and data-rich fields such as rainfall interpolation from radar measurements or seismic or other geophysical inversion can benefit from these improvements.     

Evaluation and comparison of spatial interpolators

This study evaluates 15 different estimators to determine their relative merits in estimating block concentrations at contaminant waste sites. The evaluation was based on 54 subsets of data drawn from an exhaustive set of 19,800 data. For each subset, 198 block estimates were made with each estimator. The measurements of estimation quality were a linear loss function and a more standard statistic, the mean square error. The linear loss function showed that seven of the estimators produced scores close enough to be within the same statistical population. Results based on the mean square error were similar. The surprising results of this study were that inverse distance and inverse distance squared both produced better scores than kriging.     

Comparing the robustness of ordinary kriging and lognormal kriging: Outlier resistance

Ordinary kriging is well-known to be optimal when the data have a multivariate normal distribution (and if the variogram is known), whereas lognormal kriging presupposes the multivariate lognormality of the data. But in practice, real data never entirely satisfy these assumptions. In this article, the sensitivity of these two kriging estimators to departures from these assumptions and in particular, their resistance to outliers is considered. An outlier effect index designed to assess the effect of a single outlier on both estimators is proposed, which can be extended to other types of estimators. Although lognormal kriging is sensitive to slight variations in the sill of the variogram of the logs (i.e., their variance), it is not influenced by the estimate of the mean of the logs.This paper was presented at MGUS 87 Conference, Redwood City, California, 14 April 1987.     

河套平原浅层地下水动态监测网优化设计

河套平原的地下水动态监测网存在监测井空间布局不合理的问题,限制了地下水研究工作的进一步深入.采用水文地质分析法和克里金插值法,并结合实际情况对河套平原的浅层地下水监测网络进行了优化设计.地下水动态影响因素分区图的编制主要考虑了地貌、包气带岩性、浅水位埋深、含水层渗透系数、年均降水量、年均蒸发量以及地下水开采模数7个因子.结果表明,优化设计的监测网共有监测井428眼,优化后Kriging插值误差标准差为2.53~10.99 m,比优化前(2.75~27.00 m)显著降低,这说明优化设计的监测网精度有很大提高.此外,优化后的监测网不仅能够对河岸带、断裂带、咸淡水交互带、地下水降落漏斗区等关键地段的水位实施监测,还能够满足不同地区对监测井密度的需求,具有一定的参考和实践价值.     

拓扑克里格法与普通克里格法在区域洪水频率分析中的比较研究

依据北江(珠江流域支流)流域6个水文测站年最大洪峰流量资料,分别用Top-kriging(拓扑克里格法)和普通克里格法进行区域洪水频率估计。采用均方根误差作为频率分布线型拟合优度指标。运用线性矩法进行单站洪水频率分析,确定10、50、100、1000年一遇设计洪水值。在此基础上,从Topkriging和普通克里格法设计洪水估计不确定性和相对线性矩法单站洪水频率的估计误差两个方面比较Top-kriging和普通克里格法。结果表明:(1)Top-kriging法是更好的线性无偏估计,相比普通克里格法更适合于区域洪水频率估计;(2)Top-kriging法设计洪水估计不确定性明显小于普通克里格法;(3)Top-kriging法设计洪水估计结果更接近线性矩法单站洪水频率分析结果。     

Interpolation and mapping of probabilities for geochemical variables exhibiting spatial intermittency

In monitoring a minor geochemical element in groundwater or soils, a background population of values below the instrumental detection limit is frequently present. When those values are found in the monitoring process, they are assigned to the detection limit which, in some cases, generates a probability mass in the probability density function of the variable at that value (the minimum value that can be detected). Such background values could distort both the estimation of the variable at nonsampled locations and the inference of the spatial structure of variability of the variable. Two important problems are the delineation of areas where the variable is above the detection limit and the estimation of the magnitude of the variables inside those areas. The importance of these issues in geochemical prospecting or in environmental sciences, in general related with contamination and environmental monitoring, is obvious. In this paper the authors describe the two-step procedure of indicator kriging and ordinary kriging and compare it with empirical maximum likelihood kriging. The first approach consists of using a binary indicator variable for estimating the probability of a location being above the detection limit, plus ordinary kriging conditional to the location being above the detection limit. An estimation variance, however, is not available for that estimator. Empirical maximum likelihood kriging, which was designed to deal with skew distributions, can also deal with an atom at the origin of the distribution. The method uses a Bayesian approach to kriging and gives intermittency in the form of a probability map, its estimates providing a realistic assessment of their estimation variance. The pros and cons of each method are discussed and illustrated using a large dataset of As concentration in groundwater. The results of the two methods are compared by cross-validation.     

Kriging Regionalized Positive Variables Revisited: Sample Space and Scale Considerations

Frequently, regionalized positive variables are treated by preliminarily applying a logarithm, and kriging estimates are back-transformed using classical formulae for the expectation of a lognormal random variable. This practice has several problems (lack of robustness, non-optimal confidence intervals, etc.), particularly when estimating block averages. Therefore, many practitioners take exponentials of the kriging estimates, although the final estimations are deemed as non-optimal. Another approach arises when the nature of the sample space and the scale of the data are considered. Since these concepts can be suitably captured by an Euclidean space structure, we may define an optimal kriging estimator for positive variables, with all properties analogous to those of linear geostatistical techniques, even for the estimation of block averages. In this particular case, no assumption on preservation of lognormality is needed. From a practical point of view, the proposed method coincides with the median estimator and offers theoretical ground to this extended practice. Thus, existing software and routines remain fully applicable.     

Correcting the Smoothing Effect of Estimators: A Spectral Postprocessor

The postprocessing algorithm introduced by Yao for imposing the spectral amplitudes of a target covariance model is shown to be efficient in correcting the smoothing effect of estimation maps, whether obtained by kriging or any other interpolation technique. As opposed to stochastic simulation, Yao's algorithm yields a unique map starting from an original, typically smooth, estimation map. Most importantly it is shown that reproduction of a covariance/semivariogram model (global accuracy) is necessarily obtained at the cost of local accuracy reduction and increase in conditional bias. When working on one location at a time, kriging remains the most accurate (in the least squared error sense) estimator. However, kriging estimates should only be listed, not mapped, since they do not reflect the correct (target) spatial autocorrelation. This mismatch in spatial autocorrelation can be corrected via stochastic simulation, or can be imposed a posteriori via Yao's algorithm.     

Random vectors and spatial analysis by geostatistics for geotechnical applications

Geostatistics is extended to the spatial analysis of vector variables by defining the estimation variance and vector variogram in terms of the magnitude of difference vectors. Many random variables in geotechnology are in vectorial terms rather than scalars, and its structural analysis requires those sample variable interpolations to construct and characterize structural models. A better local estimator will result in greater quality of input models; geostatistics can provide such estimators: kriging estimators. The efficiency of geostatistics for vector variables is demonstrated in a case study of rock joint orientations in geological formations. The positive cross-validation encourages application of geostatistics to spatial analysis of random vectors in geoscience as well as various geotechnical fields including optimum site characterization, rock mechanics for mining and civil structures, cavability analysis of block cavings, petroleum engineering, and hydrologic and hydraulic modelings.     

An application of the deterministic variogram to design-based variance estimation

When estimating the mean value of a variable, or the total amount of a resource, within a specified region it is desirable to report an estimated standard error for the resulting estimate. If the sample sites are selected according to a probability sampling design, it usually is possible to construct an appropriate design-based standard error estimate. One exception is systematic sampling for which no such standard error estimator exists. However, a slight modification of systematic sampling, termed 2-step tessellation stratified (2TS) sampling, does permit the estimation of design-based standard errors. This paper develops a design-based standard error estimator for 2TS sampling. It is shown that the Taylor series approximation to the variance of the sample mean under 2TS sampling may be expressed in terms of either a deterministic variogram or a deterministic covariance function. Variance estimation then can be approached through the estimation of a variogram or a covariance function. The resulting standard error estimators are compared to some more traditional variance estimators through a simulation study. The simulation results show that estimators based on the new approach may perform better than traditional variance estimators.     

Geostatistics for Power Models of Gaussian Fields

This paper introduces geostatistical approaches (i.e., kriging estimation and simulation) for a group of non-Gaussian random fields that are power algebraic transformations of Gaussian and lognormal random fields. These are power random fields (PRFs) that allow the construction of stochastic polynomial series. They were derived from the exponential random field, which is expressed as Taylor series expansion with PRF terms. The equations developed from computation of moments for conditional random variables allow the correction of Gaussian kriging estimates for the non-Gaussian space. The introduced PRF geostatistics shall provide tools for integration of data that requires simple algebraic transformations, such as regression polynomials that are commonly encountered in the practical applications of estimation. The approach also allows for simulations drawn from skewed distributions.