GEOSTAT2013 Geostatistics 1

GEOSTAT 2013:
Geostatistics (1)
Alexander Brenning
University of Waterloo, Canada
GEOSTAT 2013 - A. Brenning
Geostatistics 1 1 / 47
Todays class
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Introduction
Intrinsic Random Functions
Semivariogram Modeling
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Overview
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions

Geostatistics deals with measurements of one or several

numeric variables at point locations.
Analysis of the spatial dependence structure
Kriging interpolation
Kriging & regression
Interpolation with an underlying trend

Regression in the presence of spatial autocorrelation
Geostatistical simulation
Semivariogram
Modeling
History

Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Since 1911: Early spatial analyses of agricultural data

(Mercer & Hall, 1911; Youden & Mehlich, 1937) and forestry
(Langsaetter, 1926; Matern, 1960; Jowett, 1955)
Kolmogorov, 1941: Optimal spatial interpolation
Intrinsic Random
Functions
1950s: Daniel G. Krige, South African mining engineer,

develops a technique that is now called kriging
Semivariogram
Modeling
Concepts equivalent to variogram and kriging

Motivated by meteorological applications
Could not be applied: lack of computer power
Predict block ore grades based on spatially autocorrelated

point samples
1960s: Georges Matheron (Ecole des Mines,

Fontainebleau) formulates geostatistical theory
See Webster & Oliver, 2007
Current Research
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions
Current research topics include:

Space-time geostatistics (Christakos, 2000)

Machine-learning techniques in geostastistics (Kanevski et
al., 2008)
Geostatistics for massive, multi-scale data
e.g. combining multiple sources of remote sensing data or

downscaling remote sensing data
Multipoint geostatistics
Semivariogram
Modeling
Case Study: Soil Contamination

Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions
Semivariogram
Modeling

Top soil heavy metal

concentrations (in ppm),
and soil and landscape
variables
At 155 locations on a
floodplain of the river
Meuse / Maas,
Netherlands
Bulk samples from an area
of approx. 15 m x 15 m
Sample dataset of the
gstat package)
Kriging prediction of cadmium
Meuse river (photo: pbase.com)
Motivation
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions
Observations at locations near to each other are, on average,

more similar than observations at locations remote from each
other.
This can be measured using some similarity or dissimilarity
measure:
Correlation correlogram
(in time series analysis: autocorrelation function)
Semivariance semivariogram (in geostats)
Semivariogram
Modeling
Semivariogram Cloud
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Measurements zi
at locations xi :
Semivariogram cloud:
Plot semivariance against
distance.
Intrinsic Random
Functions
Semivariogram
Modeling
Distance
|xj xi |
1
3
...
Semivariance
(zj zi )2 /2
(3 7)2 /2 = 8
(16 7)2 /2 = 40.5
...
(N locations N (N 1) pairs)
Empirical Semivariogram
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
1. Group all pairs of samples

with distance h
together in a class Nh .
2. Average the semivariance
within each class Nh :
Semivariogram cloud:
X
1
(h) =
(zi zj )2
2 |Nh |
Intrinsic Random
Functions
Semivariogram
Modeling
(i,j)Nh
Empirical semivariogram:
Case Study: Empirical Semivariogram

Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Semivariogram of log(zinc concentration)
Intrinsic Random
Functions
Semivariogram
Modeling
Directional Semivariograms
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions
Semivariogram
Modeling
Use pairs of samples with

approxly same orientation
to estimate an empirical
semivariogram
Explore possible
dependence on the
direction (anisotropy)
E.g. air pollution more
similar in wind direction
than perpendicular to
wind direction
Wrap-up of motivation
Introduction
Overview
History
Current Research
Case Study
Motivation
Semivariogram
Cloud
Empirical
Semivariogram
Case Study:
Empirical Svgm.
Directional Svgm.
Wrap-up
Intrinsic Random
Functions
Semivariogram
Modeling
Results of variogram analysis are of practical importance:

Nugget measurement error, apply smoothing instead
of interpolation?
Range search radius of kriging interpolation
Range optimize spatial sampling design
This was just a rough, empirical introduction motivating the

semivariogram.
Now we will use a more formal approach to link this
empirical motivation with geostatistical models.
Introduction
Intrinsic Random
Functions
Regionalized variable
Probability Distrib.
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Intrinsic Stationarity
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Intrinsic Random Functions
Semivariogram
Modeling
Introduction
Intrinsic Random
Functions
Regionalized
variable
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Semivariogram
Modeling

A value z(x) at a location x D is considered to be a

realization of a random variable Z(x).
D is the domain, e.g. the (infinite) set of all point locations
in the study area. Here: D 2 .
The set (z(x))xD = {z(x) : x D} of values is called a
regionalized variable.
It is a realization of the random function or random field
Z = (Z(x))xD ,
the infinite family of all random variables at points x D.

However, we only observe a finite set of n regionalized
values
z1 = z(x1 ), . . . , zn = z(xn )
from one particular realization (z(x))xD of Z.
Probability Distributions

Introduction
Intrinsic Random
Functions
Probability
Distrib.
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
A random variable Z(x) is characterized by its probability

distribution function Fx :
P (Z(x) z) = Fx (z)

Fx (z) is the probability that an outcome of Z(x) is less or

equal a given value z.
In general, these distribution functions can potentially be
incredibly complex, and even more so the joint distribution
function of several random variables Z(x1 ), . . . , Z(xk ).
We have to make some assumptions to be able to model
these distributions using semivariograms etc.
Semivariogram
Modeling
Stationarity

Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Semivariogram
Modeling

In general, random variables Z(x1 ), Z(x2 ) at different

locations may follow different probability distributions.
(almost) impossible to handle!
Different types of stationarity make life easier.
Strict stationarity means that any multiple-point
distribution function depends only on the location of points
relative to each other.
The joint distribution is the same throughout the entire

domain.
Intrinsic stationarity and second-order stationarity are

weaker forms of stationarity:
only based on mean and covariance/variogram

only based on pairs of points (two-point geostats)
Covariance
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
m(x) = E(Z(x)),
Semivariogram
Modeling
Variation of the random field Z in space can be described by

its mean or expected value m,
x D,
and its covariance function C,

C(x, x+h) = E [(Z(x) EZ(x)) (Z(x+h) EZ(x+h))] ,
for all x, x+h D.

Note that C(x, x) = Var(Z(x)) is the variance.
The covariance function C is stationary if it only depends
on the distance (vector) between points, i.e. if it can be
written as
C(x, x+h) = C(h).
Second-order Stationarity
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Second-order stationarity (or weak stationarity) describes a

type of independence of location:
The mean is constant:

m(x) = m
Semivariogram
Modeling
for all x D
And the covariance function only depends on the distance

vector h between an arbitrary pair of points x, x+h D:
C(x, x + h) = C(h)
for all x, x+h D.
C(h) is called the covariogram.
Correlogram
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
The correlogram of a second-order stationary random

function is
C(h)
(h) =
,
C(0)
where the variance C(0) = Var(Z(x)) is constant in space.

(h) may vary between 1 and +1.
Semivariogram
Modeling
Semivariogram
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Instead of the covariance function or the correlogram,

geostatisticians use the semivariogram
1
(x, x+h) = Var (Z(x) Z(x+h)) ,
2
The variogram is simply 2.
The semivariogram is sometimes referred to as variogram

(e.g. in the gstat package) this may cause confusion!
Note: (x, x) = 0.
Semivariogram
Modeling
Consider the drift of the process:
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Intrinsic
Stationarity
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
E (Z(x + h) Z(x)) .
A semivariogram is called stationary if it only depends on

the distance vector h between pairs of points:
(x, x + h) = (h)

for all x, x+h D.
A random field with zero drift and a stationary semivariogram

is defined to be intrinsically stationary (or just intrinsic).
Second-order stationarity implies intrinsic stationarity.
Intrinsic stationarity does not imply second-order stationarity!
Semivariogram
Modeling
Semivarigram and Covariogram

Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and
Covgm.
Isotropy
Svgm. Shape
Interpretation
Semivariogram
Modeling
The covariance function and semivariogram of a random field

are related to each other:
2(x, x+h) = C(x, x) + C(x+h, x+h) 2C(x, x+h).
If the random field is second-order stationary, then

(h) = C(0) C(h).
If the semivariogram of an intrinsic random field is bounded by a finite

value (), then it has a stationary covariance function
C(h) = () (h) + M,
(1)
where M > 0 is a constant (i.e. independent of h). Note that random

functions with different covariograms may have the same semivariogram.
Isotropy
Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation

Note that h has so far been considered to be a vector.

In general, the semivariance and covariance may depend on
the direction of h.
directional semivariograms
If the semivariogram depends only on the distance h = |h|,

but not on the orientation of h, then it is called isotropic.
Semivariogram
Modeling
Shape of the Semivariogram

Introduction
The svgm of an isotropic intrinsic random function is a simple graph

this is its typical shape and structure:
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation
Semivariogram
Modeling

Note that (0) = 0!

2
A nugget effect nug
is present if (h) > 0 for h very close to zero.
The sill 2 = () is the semivar. level of the plateau (if it exists).
The range r is the lag distance where the svgm reaches the sill.
Interpretation of the Semivariogram

Introduction
Intrinsic Random
Functions
Stationarity
Covariance
Second-order
Stationarity
Correlogram
Semivariogram
Semi- and Covgm.
Isotropy
Svgm. Shape
Interpretation

sill: If the svgm is unbounded, then the random field is NOT

second-order stationary.
range (or autocorrelation range): Observations are
considered to be uncorrelated beyond this distance.
What uncorrelated means, depends however on the scale.

2
nugget effect nug
: represents microscale variation and
measurement error not a continuous surface!
Overall, the characteristics of the svgm near h = 0 are of
critical importance for characterizing the random function.
Semivariogram
Modeling
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Semivariogram Modeling
Semivariogram Models
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
The empirical svgm is NOT

a valid svgm.: A function has
to honour certain
mathematical properties in
order to be a valid svgm.
A semivariogram model is
a function
(h; )
that gives a valid svgm for
any parameter
= (1 , . . . , k ).
is estimated from the
empirical svgm.
Many parameters more
flexible, but harder to fit.
Svgm models can be
combined by adding them.
Spherical Semivariogram

Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
The one size fits all svgm. (?)

The spherical semivariogram without nugget effect is:

(
3
h
2 3h
if h < r,
sph
2
2r
2r 3
(h; , r) =
2
otherwise.
Sill 2 , range r; stationary
Exponential Svgm.
Introduction
exp (h; 2 , r) =
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential
Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting

2 exp(h/r) if h > 0,
0
if h = 0.
Similar to the spherical svgm.

Converges to the sill as h .
Use a practical range corresponding to 95% of the full

sill to describe the model.
More convex shape than spherical svgm.
Nugget Semivariogram
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting

Describes measurement error or microscale variation.

Only used in combination with other svgm models.
2
(h; nug ) =
0
if h = 0,
2
nug
otherwise.
Semivariogram Cloud
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
For each pair of points (xi , xj ), we can estimate the

semivariance individually as
(xi , xj ) = (zi zj )2 /2.
The scatter plot of (xi , xj ) against hij = |xi xj | is called
the semivariogram cloud.
Empirical Semivariogram
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
AKA sample svgm or experimental svgm

Method of moments estimator: Let

2
Nh = (i, j) {1, . . . , n} : |xi xj | h
be the set of all pairs of points approximately distance h

apart. Estimate the semivariance at distance h by
X
1
(h) =
(zi zj )2
2|Nh |
(i,j)Nh
The empirical semivariogram is NOT a valid semivariogram

model!
Empirical Svgm. Meuse data

Introduction
Empirical semivariograms of log(zinc) in the Meuse data set:
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Robust Estimator
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Robust: stable if data departs from the model assumptions,

e.g. if random function is contaminated by an

unknown process producing outliers
A robust estimator proposed by Cressie & Hawkins (1980):

n
o
1
(h) =
med |zi zj |1/2 : (xi , xj ) Nh ,
2B(h)
where B(h) 0.457 corrects for bias.

Large differences |zi zj | have a smaller impact on this
estimator than when using (zi zj )2
The median (med) is more robust than mean
Directional Semivariogram
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting

The empirical svgms estimators introduced so far are

omnidirectional svgms.
Now replace the set Nh of pairs approx. distance h apart by
a restricted version Nh; containing only those pairs (xi , xj )
where xi xj is oriented approximately in direction .
Enough data? Use directional semivariograms only if enough
data are available.
Directional Semivariogram
Introduction
Directional semivariograms of log(zinc) in the Meuse data set:
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Modeling Anisotropy
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Geometric anisotropy:
Can be dealt with by transforming the coordinate space.
Local anisotropy:
Anisotropy may follow nonlinear sediment structures,

drainage networks,. . .
Hard to explore, hard to model. . .
Fitting the Semivariogram

Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Goal: Minimize the error e() of the svgm model with respect to
the empirical svgm as a function of the model parameters .
Svgm fitting by eye
Usually not too bad, sometimes not avoidable
Ordinary-least-squares (OLS) estimation:

e() =
k
X
j=1
( (hj ) (hj ))2 ,
where h1 , . . . , hk are the bins of the empirical svgm.
This estimator does not account for varying numbers of

pairs |Nhj | how can we do better?

Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Iteratively reweighted least-squares (WLS) estimation

(Cressie, 1985): In iteration i,
ei () =
k
X
j=1
(0)
where wj
(i)
wj ( (hj ) (hj ; i ))2 ,

(i)
= |Nhj |, and wj = |Nhj |((hj ; i ))2 for i > 0.
More pairs more weight

Smaller semivariance more weight
Good fit near the origin.
Default method in the R package gstat

Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Restricted (or Residual) Maximum Likelihood (REML)

estimation: Kitanidis (1985)
Based on more sophisticated mathematical arguments

Depends on the assumption of a Gaussian (i.e. normal)
distribution
More often used in conjunction with spatial linear models
fitted by (restricted) maximum likelihood estimation
May be slow.
Svgm. Fitting Meuse data

Introduction
Fitted spherical semivariogram of log(zinc) in the Meuse data set:
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting
Class Wrap-up
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Svgm. Models
Spherical Svgm.
Exponential Svgm.
Nugget Svgm.
Svgm. Cloud
Empirical Svgm.
Robust Estimator
Directional Svgm
Anisotropy
Svgm. Fitting

Overview of applications of geostatistics

Introduction to the mathematical concepts of intrinsic and
stationary random functions
Exploring, interpreting and modeling semivariograms
Prerequisite for kriging!

Ready for variogram analysis and kriging!
Next class will be more fun with less math!
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Some Basic
Probability
Theory
Expected value
Variance
Covariance
Some Basic Probability Theory
Expected value
Introduction
Intrinsic Random
Functions
Semivariogram
Modeling
Some Basic
Probability Theory
Expected value
Variance
Covariance
The expected value (mean) of a suitable random variable

X is the average of its outcomes weighted by its probability
distribution.
If the probability density function f of X exists,
Z
E(X) =
tf (t)dt.
Note that E(aX + b) = aE(X) + b,

E(X + Y ) = E(X) + E(Y ), i.e. the expectation is linear.
Variance
Introduction
Intrinsic Random
Functions
The variance of a suitable random variable X is the mean

squared variation of X around its mean value:
Semivariogram
Modeling
Some Basic
Probability Theory
Expected value
Variance
Covariance
Var(X) = E(X EX) = E(X 2 ) (EX)2 .

The variance is not linear: Var(aX + b) = a2 Var(X),

E(X + Y ) = E(X) + E(Y ), i.e. the expectation is linear.
For uncorrelated X, Y , we have
Var(X + Y ) = VarX + VarY.
Standard deviation: (X) = VarX
Covariance
Introduction
Intrinsic Random
Functions
The covariance of a pair of suitable random variables X, Y

is defined as:
Semivariogram
Modeling
Some Basic
Probability Theory
Expected value
Variance
Covariance
Cov(X, Y ) = E(X EX)(Y EY ).

It measures how X and Y vary together.

Positive: the higher, the higher

Negative: the higher, the lower
Zero: uncorrelated
X, Y independent X, Y uncorrelated
X, Y uncorrelated ; X, Y independent
Correlation: (X, Y ) = Cov(X, Y )/ VarX VarY

GEOSTAT2013 Geostatistics 1

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GEOSTAT2013 Geostatistics 1

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GEOSTAT 2013:

GEOSTAT 2013 - A. Brenning

GEOSTAT 2013 - A. Brenning

GEOSTAT 2013 - A. Brenning

Geostatistics deals with measurements of one or several

Interpolation with an underlying trend

GEOSTAT 2013 - A. Brenning

Since 1911: Early spatial analyses of agricultural data

Kolmogorov, 1941: Optimal spatial interpolation

1950s: Daniel G. Krige, South African mining engineer,

Concepts equivalent to variogram and kriging

Predict block ore grades based on spatially autocorrelated

1960s: Georges Matheron (Ecole des Mines,

GEOSTAT 2013 - A. Brenning

Current research topics include:

Space-time geostatistics (Christakos, 2000)

e.g. combining multiple sources of remote sensing data or

GEOSTAT 2013 - A. Brenning

Case Study: Soil Contamination

Top soil heavy metal

Kriging prediction of cadmium

Meuse river (photo: pbase.com)

GEOSTAT 2013 - A. Brenning

Observations at locations near to each other are, on average,

GEOSTAT 2013 - A. Brenning

GEOSTAT 2013 - A. Brenning

1. Group all pairs of samples

GEOSTAT 2013 - A. Brenning

Case Study: Empirical Semivariogram

Semivariogram of log(zinc concentration)

GEOSTAT 2013 - A. Brenning

Use pairs of samples with

GEOSTAT 2013 - A. Brenning

Results of variogram analysis are of practical importance:

This was just a rough, empirical introduction motivating the

GEOSTAT 2013 - A. Brenning

Intrinsic Random Functions

GEOSTAT 2013 - A. Brenning

A value z(x) at a location x D is considered to be a

the infinite family of all random variables at points x D.

GEOSTAT 2013 - A. Brenning

A random variable Z(x) is characterized by its probability

Fx (z) is the probability that an outcome of Z(x) is less or

GEOSTAT 2013 - A. Brenning

In general, random variables Z(x1 ), Z(x2 ) at different

The joint distribution is the same throughout the entire

Intrinsic stationarity and second-order stationarity are

only based on mean and covariance/variogram

GEOSTAT 2013 - A. Brenning

Variation of the random field Z in space can be described by

and its covariance function C,

for all x, x+h D.

GEOSTAT 2013 - A. Brenning

Second-order stationarity (or weak stationarity) describes a

The mean is constant:

And the covariance function only depends on the distance

for all x, x+h D.

C(h) is called the covariogram.

GEOSTAT 2013 - A. Brenning

The correlogram of a second-order stationary random

where the variance C(0) = Var(Z(x)) is constant in space.

GEOSTAT 2013 - A. Brenning

Instead of the covariance function or the correlogram,