On the Structural Link Between Variables in Kriging with External Drift

Kriging with external drift allows one to estimate a target variable, accounting for a densely sampled auxiliary variable. Contrary to cokriging, kriging with external drift does not make explicit the structural link between target variable and auxiliary variable, for the latter is considered to be deterministic. In this paper, we show that kriging with external drift assumes implicitly an absence of spatial dependence between the auxiliary variable and the residual of the linear regression of target variable on auxiliary variable at same point. This is the simple model with orthogonal residual, where cokriging is collocated and coincides with kriging of the residual. In this model, the cross-structure is proportional to the structure of the auxiliary variable, and the linear regression of target variable on auxiliary variable does not depend on the support.     

A comparative study of hydraulic conductivity estimations using geostatistics

Three approaches for estimating the hydraulic conductivity (K) of the Trifa aquifer, Morocco were investigated: (1) kriging of the K values obtained from pumping tests, (2) cokriging of the pumping test data with electrical resistivity data as a secondary variable, and (3) cokriging of the pumping test data with the slope of the water table. Gauss-transformed values of the variables are used because they provide more robust variograms and transformed values of the primary and secondary variables show correlations higher than the raw values, which is beneficial in cokriging. In cokriging with electrical resistivity, two zones are considered since the geological deposits are different from the north to the south of the aquifer, which is reflected in different correlations between the variables. Comparison of the three approaches is based mainly on the estimation errors, and to a lesser degree on the cross-validations of the corresponding variogram models and general considerations, like the measurements’ reliability and aquifer make-up. The best-estimated K is given by cokriging with the slope of the water table and is therefore preferred for further use in groundwater flow modeling. Thus, electrical resistivity or the slope of the water table can both be used as secondary variables to estimate K, especially in heterogeneous aquifers with lateral variations in lithology, as is the case of the Trifa aquifer.     

Ordinary Cokriging Revisited

This paper sets up the relations between simple cokriging and ordinary cokriging with one or several unbiasedness constraints. Differences between cokriging variants are related to differences between models adopted for the means of primary and secondary variables. Because it is not necessary for the secondary data weights to sum to zero, ordinary cokriging with a single unbiasedness constraint gives a larger weight to the secondary information while reducing the occurrence of negative weights. Also the weights provided by such cokriging systems written in terms of covariances or correlograms are not related linearly, hence the estimates are different. The prediction performances of cokriging estimators are assessed using an environmental dataset that includes concentrations of five heavy metals at 359 locations. Analysis of reestimation scores at 100 test locations shows that kriging and cokriging perform equally when the primary and secondary variables are sampled at the same locations. When the secondary information is available at the estimated location, one gains little by retaining other distant secondary data in the estimation.     

Ordinary Cokriging Revisited

This paper sets up the relations between simple cokriging and ordinary cokriging with one or several unbiasedness constraints. Differences between cokriging variants are related to differences between models adopted for the means of primary and secondary variables. Because it is not necessary for the secondary data weights to sum to zero, ordinary cokriging with a single unbiasedness constraint gives a larger weight to the secondary information while reducing the occurrence of negative weights. Also the weights provided by such cokriging systems written in terms of covariances or correlograms are not related linearly, hence the estimates are different. The prediction performances of cokriging estimators are assessed using an environmental dataset that includes concentrations of five heavy metals at 359 locations. Analysis of reestimation scores at 100 test locations shows that kriging and cokriging perform equally when the primary and secondary variables are sampled at the same locations. When the secondary information is available at the estimated location, one gains little by retaining other distant secondary data in the estimation.     

Estimating Regional Hydraulic Conductivity Fields—A Comparative Study of Geostatistical Methods

Geostatistical estimations of the hydraulic conductivity field (K) in the Carrizo aquifer, Texas, are performed over three regional domains of increasing extent: 1) the domain corresponding to a three-dimensional groundwater flow model previously built (model domain); 2) the area corresponding to the 10 counties encompassing the model domain (County domain), and; 3) the full extension of the Carrizo aquifer within Texas (Texas domain). Two different approaches are used: 1) an indirect approach where transmissivity (T) is estimated first and K is retrieved through division of the T estimate by the screen length of the wells, and; 2) a direct approach where K data are kriged directly. Due to preferential well screen emplacement, and scarcity of sampling in the deeper portions of the formation (> 1 km), the available data set is biased toward high values of hydraulic conductivities. Kriging combined with linear regression, simple kriging with varying local means, kriging with an external drift, and cokriging allow the incorporation of specific capacity as secondary information. Prediction performances (assessed through cross-validation) differ according to the chosen approach, the considered variable (log-transformed or back-transformed), and the scale of interest. For the indirect approach, kriging of log T with varying local means yields the best estimates for both log-transformed and back-transformed variables in the model domain. For larger regional scales (County and Texas domains), cokriging performs generally better than other kriging procedures when estimating both (log T)^∗ and T^∗. Among procedures using the direct approach, the best prediction performances are obtained using kriging of log K with an external drift. Overall, geostatistical estimation of the hydraulic conductivity field at regional scales is rendered difficult by both preferential well location and preferential emplacement of well screens in the most productive portions of the aquifer. Such bias creates unrealistic hydraulic conductivity values, in particular, in sparsely sampled areas.     

Extending Multivariate Space-Time Geostatistics for Environmental Data Analysis

Environmental studies require multivariate data such as chemical concentrations with space-time coordinates. There are two general conditions related to such data: the existence of correlations among the coregionalized variables and the differences in numbers of data which occur because of insufficient data caused by measurement error or bad weather conditions. This study proposes geostatistical techniques for space-time multivariate modeling that take into consideration these correlations and data absences. These techniques consist of suitable modeling of semivariograms and cross-semivariograms for quantifying correlation structures among multivariables and of extending standardized ordinary cokriging. The tensor product cubic smoothing surface method is used for space-time semivariogram modeling. These methods are applied to the chemical component data of the Ariake Sea, a typical closed sea in southwest Japan. In order to clarify environmental changes in the Ariake Sea, the concentration data of four nutritive salts (NO₂–N, NO₃–N, NH₄–N, and PO₄–P) at 38 stations over 25 years are used as environmental indicators. For each of the kinds of data, there are spaces and times for which there is no data available. The effectiveness of the modeling of space-time semivariograms and the high estimation capability of the extended cokriging are demonstrated by cross-validation. Compared with ordinary kriging for a single variable, multivariate space-time standardized ordinary cokriging can provide a more detailed concentration map of nutritive salts and while elucidating their temporal changes over sparsely spaced data areas. In the space-time models by ordinary kriging, on the other hand, smooth trends are obvious.     

地质统计学及其在第四纪研究中的应用

地质统计学是数学地质领域最为活跃而实用的分支,它是以区域化变量理论为基础,以变异函数为基本工具,研究那些在空间分布上既具有随机性又具有结构性的自然现象的科学。在第四纪研究中的很多特征(变量)均可看成区域化变量进行地质统计学分析。作者在讨论了经典概率论及数理统计方法简单地应用于第四纪研究可能出现的问题后,着重介绍了用于第四纪研究中的若干地质统计学方法及基本理论,同时,对地质统计学方法应用于第四纪研究中的前景进行了分析。     

Multivariable spatial prediction

For spatial prediction, it has been usual to predict one variable at a time, with the predictor using data from the same type of variable (kriging) or using additional data from auxiliary variables (cokriging). Optimal predictors can be expressed in terms of covariance functions or variograms. In earth science applications, it is often desirable to predict the joint spatial abundance of variables. A review of cokriging shows that a new cross-variogram allows optimal prediction without any symmetry condition on the covariance function. A bivariate model shows that cokriging with previously used cross-variograms can result in inferior prediction. The simultaneous spatial prediction of several variables, based on the new cross-variogram, is then developed. Multivariable spatial prediction yields the mean-squared prediction error matrix, and so allows the construction of multivariate prediction regions. Relationships between cross-variograms, between single-variable and multivariable spatial prediction, and between generalized least squares estimation and spatial prediction are also given.     

Accounting for exhaustive secondary data into the mapping of water table elevation

This paper presents the incorporation of a digital elevation model into the spatial prediction of water table elevation in Mazandaran province (Iran) using a range of interpolation techniques. The multivariate methods used are: linear regression (LR), cokriging (COK), kriging with an external drift (KED) and regression kriging (RK). The analysis is performed on 3 years (1987, 1997 and 2007) of water table elevation data from about 260 monitoring wells. Prediction performances of the different algorithms are compared with two univariate techniques, i.e. inverse distance weighting and ordinary kriging (OK), through cross validation and examination of the consistency of the generated maps with the natural phenomena. Significantly smaller prediction errors are obtained for four multivariate algorithms but, in particular, KED and RK outperform LR and COK for 3 years. The results show the potential for using elevation for a more precise mapping of water table elevation.     

Criteria to Compare Estimation Methods of Regionalized Compositions

The additive logratio (alr) transformation has been used in several case studies to predict regionalized compositions using standard geostatistical estimation methods such as ordinary kriging and ordinary cokriging. It is a simple method that allows application to transformed data all the body of knowledge available for geostatistical analysis of coregionalizations without a constant sum constraint. To compare the performance of methods, it is customary to use a univariate crossvalidation approach based on the leaving-one-out technique to evaluate the performance for each attribute separately. For multivariate observations this approach is difficult to interpret in terms of overall performance. Therefore, we propose using appropriate distances in real space and in the simplex, to improve the crossvalidation approach and, going a step forward, to adapt the concept of stress from multidimensional scaling to obtain a global measure of performance for each method. The Lyons West oil field of Kansas is used to illustrate the impactof using different distances in the performance of ordinary kriging versus ordinary cokriging.     

Application of disjunctive kriging for estimating economic grade distribution in an iron ore deposit: A case study of the Choghart North Anomaly,Iran

Most significant iron ore deposits in Iran are located in Central Iran Zone. These deposits belong to the Bafq mining district. The Bafq mining district is located in the Early Cambrian Kashmar-Kerman volcanic arc of Central Iran. Linear estimation of regionalized variables (for example by inverse distance weighting or ordinary Kriging) results in relatively high estimation variances, i.e. the estimates have very low precision. Assessment of project economics (or other critical decision making) based on linear estimation is therefore risky. Non-linear estimation methods like disjunctive kriging perform better and the lower estimation variance allows less risky economic decision-making. Another advantage of disjunctive kriging is that it allows estimation of functions of the primary variable, which here is the grade (Fe %) of the ore. In particular it permits estimation of indicator functions defined using thresholds on the primary variable. This paper is devoted to application of disjunctive kriging method in Choghart North Anomaly iron ore deposit in Central Iran, Yazd province, Iran. In this study, the Fe concentration of Choghart North Anomaly iron ore deposit was modelled and estimated. The exploration data consists of borehole samples measuring the Fe concentration. A Gaussian isofactorial model is fitted to these data and disjunctive kriging was used to estimate the regionalized variable (Fe %) at unsampled locations and to assess the probabilities that the actual concentrations exceed a threshold value at a given location. Consequently a three dimensional model of probability of exceeding a threshold value and the estimated value are provided by disjunctive kriging to divide the ore into an economic and uneconomic part on the basis of estimation of indicator functions using thresholds grades defined on point support. The tools and concepts are complemented by a set of computer programs that are applied to the case study. The study showed that disjunctive kriging can be applied successfully for modeling the grade of an ore deposit. Results showed that the correlation between the estimated value and real value at locations close to each other is 81.9%.     

Order relation correction experiments for probability kriging

Consideration of order relations is key to indicator kriging, indicator cokriging, and probability kriging, especially for the latter two methods wherein the additional modeling of cross-covariance contributes to an increased chance of violating order relations. Herein, Gaussian-type curves are fit to estimates of the cumulative distribution function (cdf) at data quantiles to: (1) yield smoothed estimates of the cdf; and (2) to correct for violations of order relations (i.e., to correct for situations wherein the estimate of the cdf for a larger quantile is less than that for a smaller quantile). Smoothed estimates of the cdf are sought as a means to improve the approximation to the integral equation for the expected value of the regionalized variable in probability kriging. Experiments show that this smoothing yields slightly improved estimation of the expected value (in probability kriging). Another experiment, one that uses the same variogram for all indicator functions, does not yield improved estimates.Presented at the 25th Anniversary Meeting of the IAMG, Prague, Czech Republic, October 10–15, 1993.     

Application of kriging technique to areal precipitation mapping in Arizona

The classical methods for interpolating and spatial averaging of precipitation fields fail to quantify the accuracy of the estimate. On the other hand, kriging is an interpolation method for predicting values of regionalized variables at points (punctual kriging) or average values over an area (block kriging).This paper demonstrates the use of the kriging method for mapping and evaluating precipitation data for the State of Arizona. Using 158 rain gauge stations with 30 years or more of record, the precipitation over the state has been modeled as a realization of a two dimensional random field taking into consideration the spatial variability conditions.Three data sets have been used: (1) the mean annual precipitation over the state; (2) the mean summer rainy season; and (3) the mean winter rainy season. Validation of the empirical semi-variogram for a constant drift case indicated that the exponential model was appropriate for all the data sets. In addition to a global kriging analysis, the data have been examined under an anisotropic assumption which reflects the topographic structure of the state.     

A comparison between cokriging and ordinary kriging: Case study with a polymetallic deposit

Cokriging is applied to the estimation of mineral resources in a polymetallic deposit. Several major steps, which should be taken in using cokriging, are highlighted as necessary practical considerations. The case study is related to an ultramafic copper-nickel deposit. Six elements, Cu, Ni, Au, Ag, Pt, and Pd, occurring in the deposit, are partitioned into three subgroups and the elements within each group are simultaneously estimated on the basis of over 4000 drill assays. A comparison was made between ordinary kriging and cokriging methods through cross-validation. The results show that cokriging has significantly improved the estimates of resources by reducing the overall estimation error by over 15% and the variance of error by over 20%.     

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.     

An application of cokriging for estimation of tripartite earthquake response spectra

A tripartite earthquake response spectrum exhibits peak values of acceleration, velocity, and displacement in concert, each as a function of natural frequency of vibration. Because cokriging is a regionalized variable technique for multiple variable estimation, it was employed to jointly estimate peak values of acceleration, velocity, and displacement through a frequency discretization process. The objective of this application was to develop a technique for estimation of response spectra at uninstrumented locations. Because magnitudes of the three response variables differed, these data were normalized prior to cokriging. This process simply involved dividing each type of variable by its maximum value for a given frequency; hence, values of each type of variable ranged between zero and one. This allowed better accuracy in developing cross-variograms. Cokriging proved to be an efficient and accurate technique to use for the estimation of tripartite response spectra.     

Large-scale spatial interpolation of soil pH across the Loess Plateau, China

Soil pH plays an important role in biogeochemical processes in soils. The spatial distribution of soil pH provides basic and useful information relevant to soil management and agricultural production. To obtain an accurate distribution map of soil pH on the Loess Plateau of China, 382 sampling sites were investigated throughout the region and four interpolation methods, i.e., inverse distance weighting (IDW), splines, ordinary kriging, and cokriging, were applied to produce a continuous soil pH surface. In the study region, soil pH values ranged from 6.06 to 10.76, with a mean of 8.49 and a median of 8.48. Land use type had a significant effect (p < 0.01) on soil pH; grassland soils had higher pHs than cropland and forestland soils. From a regional perspective, soil pH showed weak variation and strong spatial dependence, indicated by the low values of the coefficient of variation (0.05) and the nugget-to-sill ratios (<0.25). Indices of cross-validation, i.e., average error, mean absolute error, root mean square error, and model efficiency coefficient were used to compare the performance of the four different interpolation methods. Kriging methods interpolated more accurately than IDW and splines. Cokriging performed better than ordinary kriging and the accuracy was improved using soil organic carbon as an auxiliary variable. Regional distribution maps of soil pH were produced. The southeastern part of the region had relatively low soil pH values, probably due to higher precipitation, leaching, and higher soil organic matter contents. Areas of high soil pH were located in the north of the central part of the region, possibly associated with the salinization of sandy soils under inappropriate irrigation practices in an arid climate. Map accuracy could be further improved using new methods and incorporating other auxiliary variables, such as precipitation, elevation, terrain attributes, and vegetation types.     

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.     

Comparison of two techniques for applying disjunctive kriging: The Gaussian anamorphosis model versus the direct statistical inference of the bivariate distributions

Indicator cokriging is an alternative to disjunctive kriging for estimation of spatial distributions. One way to determine which of these techniques is more accurate for estimation of spatial distributions is to apply each to a particular type of data. A procedure is developed for evaluation of disjunctive kriging and indicator cokriging for such an application. Application of this procedure to earthquake ground motion data found disjunctive kriging to be at least as accurate as indicator cokriging for estimation of spatial distributions of peak horizontal acceleration. Indicator cokriging was superior for all other types of earthquake ground motion data.     

Which Models for Collocated Cokriging?

When a target variable is sparsely sampled, compared to a densely sampled auxiliary variable, cokriging requires simplifications. In its strict sense, collocated cokriging makes use of the auxiliary variable only at the current point where the target variable is to be estimated; in the multicollocated form, it also makes use of the auxiliary variable at all points where the target variable is available. This paper looks for the models that support these collocated cokrigings, i.e., the models in which the simplification resulting from the collocated forms does not result in any loss of information. In these models, the cross-structure between the two variables is shown to be proportional to the structure of the auxiliary variable, not to the structure of the target variable as is often assumed (except, of course, when all structures are proportional). The target variable depends on the auxiliary variable and on a spatially uncorrelated residual. Collocated cokriging simplifies to the simple method, which consists in kriging this residual. The strictly collocated cokriging corresponds to the particular case where the residual has a pure nugget structure, but it is then reduced to the single regression at the target point. Except for this trivial case, there are no models in which strictly collocated cokriging is exactly a cokriging.