concepts and applications of kriging - esrisessions of note… tuesday •empirical bayesian kriging...
TRANSCRIPT
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Concepts and Applications of KrigingEric Krause
Konstantin Krivoruchko
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Sessions of note…
Tuesday
• Empirical Bayesian Kriging and EBK Regression Prediction – Robust Kriging as GP Tools (Tues 5:30-6:15 Th07)
Wednesday
Thursday
• Choosing the Best Kriging Model for Your Data (Wed 11:30-12:15 SDCC Th07)
• ArcGIS for Geostatistical Analyst: An Introduction (Wed 1:30-2:45 SDCC Rm17B)
• Surface Interpolation in ArcGIS (Thurs 10:30-11:15 SDCC Th07)
• Performing Polygon-to-Polygon Predictions using Areal Interpolation (Thurs 11:30-12:15 Th07)
• Creating Surfaces from Various Data Sources (Thurs 3:15-4:30 SDCC Rm09)
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Outline
• Introduction to interpolation
• What is new in Geostatistical Analyst?
• Introduction to kriging
• Validating interpolation results
• Empirical Bayesian Kriging and EBK Regression Prediction
• Areal Interpolation
• Questions
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What is new in Geostatistical Analyst?
• Pro, Pro, PRO! It’s the future, get on board.
• In ArcGIS Pro 1.4:
- Geostatistical Wizard
• In ArcGIS Pro 2.0:
- Areal Interpolation
- Interactive cross validation and model comparison
- Directional semivariograms
• In the future (maybe)…
- Explanatory regression
- More charting tools
- 3D and Space-Time interpolation
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What is interpolation?
• Predict values at unknown locations using values at measured locations
• Many interpolation methods: kriging, IDW, LPI, etc
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What is autocorrelation?
Tobler’s first law of geography:
"Everything is related to everything else, but near things are more related than distant things."
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What is kriging?
• Kriging is the optimal interpolation method if the data meets certain
conditions.
• What are these conditions?
- Normally distributed
- Stationary
- No trends
• How do I check these conditions?
- Exploratory Analysis and charting
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What is an “optimal” interpolator?
• Estimates the true value, on average
• Lowest expected prediction error
• Able to use extra information, such as covariates
• Filters measurement error
• Can be generalized to polygons (Areal interpolation, Geostatistical
simulations)
• Can estimate quantiles to test best/worst case scenarios
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Geostatistical workflow
1. Explore the data
2. Choose an interpolation method
3. Fit the interpolation model
4. Validate the results
5. Repeat steps 2-4 as necessary
6. Map the data for decision-making
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Exploring your data
1. Where is the data located?
2. What are the values of the data points?
3. How does the location of a point relate to its value?
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Does my data follow a normal distribution?
• Histogram chart
- Symmetric and bell-shaped
- Look for outliers
- Mean ≈ Median
• What can I do if my data is not
normally distributed?
- Apply a transformation
- Log, Box Cox, Arcsin, Normal Score
Transformation
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Skewed distributions and outliers
Skewed Distribution Outlier
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Normal Score Transformation
• Fits a smooth curve to the data
• Performs a quantile transformation to the
normal distribution
• Performs calculations with transformed
data, then transforms back at the end
• Simple kriging with normal score
transformation is default kriging method
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Cross-validation
• Used to determine the reliability of the model
- Iteratively discard each sample
- Use remaining points to estimate value at measured location
- Compare predicted versus measured value
• Calculates various statistics
- Root-mean-square : root of average squared deviation from true value
- Smaller is better
- Mean : the average of the deviations
- Should be close to zero
- Root-mean-square standardized : measures whether standard errors are
estimated correctly
- Should be close to one
- Average standard error : should be small and close to the root-mean-square
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Semivariogram/Covariance Modeling
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Prediction Error of Predictions Probability Quantile
Kriging output surface types
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Kriging in the
Geostatistical
WizardDemonstration
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Empirical Bayesian Kriging
• Advantages
- Requires minimal interactive modeling, spatial relationships are modeled
automatically
- Usually more accurate, especially for small or nonstationary datasets
- Uses local models to capture small scale effects
- Doesn’t assume one model fits the entire data
- Standard errors of prediction are more accurate than other kriging methods
• Disadvantages
- Processing is slower than other kriging methods
- Limited customization
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How does EBK work?
1. Divide the data into subsets of a given size
- Controlled by “Subset Size” parameter
- Subsets can overlap, controlled by “Overlap Factor”
2. For each subset, estimate the semivariogram
3. Simulate data at input point locations and estimate new
semivariogram
4. Repeat step 3 many times. This results in a distribution of
semivariograms
Controlled by “Number of Simulations”
5. Mix the local surfaces together to get the final surface.
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EBK Regression Prediction
• New tool available in ArcGIS Pro 1.2
• Allows you to use explanatory variable rasters to improve predictions
• Automatically extracts useful information from explanatory variables
• Uses Principle Components to handle multicollinearity
• In ArcGIS Pro 1.3:
- Provide your own subsets
- New validation statistics
• In ArcGIS Pro 1.4:
- Available in the Geostatistical Wizard
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EBK and EBK
Regression
PredictionDemo
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Areal Interpolation
• Predict data in a different geometry
- School zones to census tracts
• Estimate values for missing data
Obesity by school zone Obesity surface and
error surface
Obesity by census block
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Types of Areal Interpolation
• Average (Gaussian)
- Median age, average temperature
• Rate (Binomial)
- Cancer rates, obesity rates, percent of college graduates
• Event (Overdispersed Poisson)
- Animal counts, crimes
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Areal Interpolation Workflow
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DemoAreal Interpolation
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