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.     

Multivariate Categorical Modeling with Hierarchical Truncated Pluri-Gaussian Simulation

Multiple categorical variables such as mineralization zones, alteration zones, and lithology are often available for geostatistical modeling. Each categorical variable has a number of possible categorical outcomes. The current approach for numerical modeling of categorical variables is to either combine the categorical variables or to model them independently. The collapse of multiple categorical variables into a single variable with all combinations is impractical due to the large number of combinations. In some cases, lumping categorical variables is justified in terms of stationary domains; however, this decision is often due to the limitations of existing techniques. The independent modeling of each categorical variable will fail to reproduce the collocated joint categorical relationships. A methodology for the multivariate modeling of categorical variables utilizing the hierarchical truncated pluri-Gaussian approach is developed and illustrated with the Swiss Jura data set. The multivariate approach allows for improved reproduction of multivariate relationships between categorical variables.

     

Joint simulation of multiple variables with a Markov-type coregionalization model

Many applications are multivariate in character and call for stochastic images of the joint spatial variability of multiple variables conditioned by a prior model of covariances and cross- covariances. This paper presents an algorithm to perform cosimulation of such spatially intercorrelated variables. This new algorithm builds on a Markov-type hypothesis whereby collocated information screens further away data of the same type, allowing cosimulation without the burden of a full cokriging. The proposed algorithm is checked against a synthetic multi-Gaussian reference dataset, then against a multi-Gaussian cosimulation approach using full cokriging. The results indicate that the proposed algorithm perform as well as the full cokriging approach in reproducing the univariate and bivariate statistics of the reference set, yet at less cpu cost.     

Data Configurations and the Cokriging System: Simplification by Screen Effects

Large cokriging systems arise in many situations and are difficult to handle in practice. Simplifications such as simple kriging, strictly collocated and multicollocated cokriging are often used and models under which such simplifications are, in fact, equivalent to cokriging have recently received attention. In this paper, a two-dimensional second-order stationary random process with known mean is considered and the redundancy of certain components of the data at certain locations vis-à-vis the solution to the simple cokriging system is examined. Conditions for the simple cokriging weights of these components at these locations are set to zero. The conditions generalise the notion of the autokrigeability coefficient and can, in principle, be applied to any data configuration. In specific sampling situations such as the isotopic and certain heterotropic configurations, models under which simple kriging, strictly collocated, multicollocated and dislocated cokriging are equivalent to simple cokriging are readily identified and results already available in the literature are obtained. These are readily identified and the results are already available in the literature. The advantage of the approach presented here is that it can be applied to any data configuration for analysis of permissible simplifications in simple cokriging.     

时空多元协同克立格的理论研究

本文结合地质统计学的最新成果,在空间协同区域化理论的基础上,对时空域中多元信息的协同克立格（ＳＴＣＯＫ）理论进行了较为详细的研究。主要研究内容有：（１）ＳＴＣＯＫ中的互变异函数与互协方差函数;（２）ＳＴＣＯＫ方程组及求解估值权因子的三种方法：①传统普通协同克立格法（ＳＴＴＯＣＯＫ）,②标准普通协同克立格法（ＳＴＳＯＣＯＫ）,③简单协同克立格法（ＳＴＳＣＯＫ）;（３）排列协同克立格（ＳＴＣＯＬＣＯＫ）;（４）指示协同克立格（ＳＴＩＫＣＯＫ）。     

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.     

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.     

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.     

Comparison of approaches to spatial estimation in a bivariate context

The problem of estimating a regionalized variable in the presence of other secondary variables is encountered in spatial investigations. Given a context in which the secondary variable is known everywhere (or can be estimated with great precision), different estimation methods are compared: regression, regression with residual simple kriging, kriging, simple kriging with a mean obtained by regression, kriging with an external drift, and cokriging. The study focuses on 19 pairs of regionalized variables from five different datasets representing different domains (geochemical, environmental, geotechnical). The methods are compared by cross-validation using the mean absolute error as criterion. For correlations between the principal and secondary variable under 0.4, similar results are obtained using kriging and cokriging, and these methods are superior slightly to the other approaches in terms of minimizing estimation error. For correlations greater than 0.4, cokriging generally performs better than other methods, with a reduction in mean absolute errors that can reach 46% when there is a high degree of correlation between the variables. Kriging with an external drift or kriging the residuals of a regression (SKR) are almost as precise as cokriging.     

On Some Simplifications of Cokriging Neighborhood

Choosing the cokriging neighborhood is often difficult. A poor choice, ignoring influent data, can result in a loss of information as well as in artifacts in simulations based on cokriging. Then it is convenient to use if possible, or to refer to models that lead to simplified cokriging neighborhood. We essentially consider the case of two stationary variables, a target variable and an auxiliary one. By examining possible simplifications, we set up a list of models (essentially models with residuals) that, in general or under specific configurations, lead to simplifications of cokriging neighborhood. Collocated, dislocated, and other types of neighborhood are identified, that are optimal in some models and configurations. Possible extensions to cokriging with unknown means, and to more variables, are included.     

Mapping Soil Particle Size Fractions Using Compositional Kriging,Cokriging and Additive Log-ratio Cokriging in Two Case Studies

Information on the spatial distribution of soil particle-size fractions (psf) is required for a wide range of applications. Geostatistics is often used to map spatial distribution from point observations; however, for compositional data such as soil psf, conventional multivariate geostatistics are not optimal. Several solutions have been proposed, including compositional kriging and transformation to a composition followed by cokriging. These have been shown to perform differently in different situations, so that there is no procedure to choose an optimal method. To address this, two case studies of soil psf mapping were carried out using compositional kriging, log-ratio cokriging, cokriging, and additive log-ratio cokriging; and the performance of Mahalanobis distance as a criterion for choosing an optimal mapping method was tested. All methods generated very similar results. However, the compositional kriging and cokriging results were slightly more similar to each other than to the other pair, as were log-ratio cokriging and additive log-ratio cokriging. The similar results of the two methods within each pair were due to similarities of the methods themselves, for example, the same variogram models and prediction techniques, and the similar results between the two pairs were due to the mathematical relationship between original and log-ratio transformed data. Mahalanobis distance did not prove to be a good indicator for selecting an optimal method to map soil psf.     

Comparative performance of indicator algorithms for modeling conditional probability distribution functions

This paper compares the performance of four algorithms (full indicator cokriging. adjacent cutoffs indicator cokriging, multiple indicator kriging, median indicator kriging) for modeling conditional cumulative distribution functions (ccdf).The latter three algorithms are approximations to the theoretically better full indicator cokriging in the sense that they disregard cross-covariances between some indicator variables or they consider that all covariances are proportional to the same function. Comparative performance is assessed using a reference soil data set that includes 2649 locations at which both topsoil copper and cobalt were measured. For all practical purposes, indicator cokriging does not perform better than the other simpler algorithms which involve less variogram modeling effort and smaller computational cost. Furthermore, the number of order relation deviations is found to be higher for cokriging algorithms, especially when constraints on the kriging weights are applied.     

Geotechnical characterization of the upper Pleistocene–Holocene alluvial deposits of Roma (Italy) by means of multivariate geostatistics: Cross-validation results

We are presenting an attempt to evaluate the spatial variability of geotechnical parameters in the upper Pleistocene–Holocene alluvial deposits of Roma (Italy) by means of multivariate geostatistics.The upper Pleistocene–Holocene alluvial deposits of Roma are sensitive to high levels of geohazard. They occupy a sizable and significant part of the city, being the foundation for many monuments, historical neighborhoods, and archaeological areas, and the main host of the present and future subway lines. We have stored information from more than 2000 geotechnical boreholes crossing the alluvial deposits into a relational database. For the present study, only the boreholes with lithologic/textural interpretation and geotechnical information were selected. The set includes 283 boreholes and 719 samples, which have a set of geotechnical information comprising physical properties and mechanical parameters.Techniques of multivariate statistics and geostatistics were combined and compared to evaluate the estimation methods of the mechanical parameters, with special reference to the drained friction angle from direct shear test (φ′). Principal Component Analysis was applied to the dataset to highlight the relationships between the geotechnical parameters. Through cross-validation analysis, multiple linear regression, kriging, and cokriging were tested as estimators of φ′. Cross-validation demonstrates that the cokriging with granulometries as auxiliary variables is the most suitable method to estimate φ′. In addition to proving that cokriging is a good estimator of φ′, cross-validation demonstrates that input data are coherent and this allows us to use them for estimation of geotechnical parameters, although they come from different laboratories and different vintages.Nevertheless, to get the same good results of cross-validation in estimation, it is necessary for granulometries to be available at grid points. Since this information being not available at all grid points, it is expected that, in the future, textural information can be derived in an indirect way, i.e., from lithologic/textural spatial reconstructions.     

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.     

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.     

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.     

Multivariate geostatistical methods of mean annual and seasonal rainfall in southwest Saudi Arabia

A multivariate geostatistics (cokriging) is used for regional analysis and prediction of rainfall throughout the southwest region of Saudi Arabia. Elevation is intruded as a covariant factor in order to bring topographic influences into the methodology. Sixty-three representative weather stations are selected for a 21-year period covering different microclimate conditions. Results show that on an annual basis, there is no significant change using elevation. On the seasonal basis, the cokriging method gave more information about rainfall occurrence values, its accuracy related to the degree of correlation between elevation and rainfall by season. The prediction of spring and winter rainfall was improved owing to the importance of orographic processes, while the summer season was not affected within its monsoon climatology. In addition, fall season shows inverse and weak correlation of elevation with rainfall. Cross-validation and cokriging variances are also used for more accuracy of rainfall regional estimation. Moreover, even though the correlation is not significant, the isohyet values of cokriged estimates provided more information on rainfall changes with elevation. Finally, adding more secondary variables in addition to elevation could improve the accuracy of cokriging estimates.     

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。     

Cokriging of aquifer transmissivities from field measurements of transmissivity and specific capacity

This paper presents a new application of the cokriging technique for constructing maps of aquifer transmissivity from field measurements of transmissivity and specific capacity. The technique is illustrated using data from Yolo Basin, California. Cokriging is well-suited for estimating undersampled variables. To improve the accuracy of the estimation, cokriging considers the spatial auto-correlation of the variable to be estimated and the spatial cross-correlation between the variable to be estimated and other, better-sampled variables. Consequently, in regions that lack data of the variable to be estimated, accurate estimation can still be made on the basis of auto- and cross-correlation. In addition, estimation variances can be obtained with a little additional computation effort.