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org/wiki/Variograma
Variograma
El variograma o semivariograma es una herramienta que permite analizar el comportamiento espacial de una variable sobre un rea definida, obteniendo como resultado la influencia de los datos a diferentes distancias. A partir de los datos proporcionados por el variograma terico se realizar la estimacin por krigeaje.
Krigeaje
El krigeaje o krigeado (del francs krigeage) es un mtodo geoestadstico de estimacin de puntos que utiliza un modelo de variograma para la obtencin de datos. Calcula los pesos que se darn a cada punto de referencias usados en la valoracin. Esta tcnica de interpolacin se basa en la premisa de que la variacin espacial contina con el mismo patrn. Fue desarrollada inicialmente por Danie G. Krige a partir del anlisis de regresin entre muestras y bloques de mena, las cuales fijaron la base de la geoestadstica lineal.
http://es.wikipedia.org/wiki/Krigeaje
combinaciones lineales ponderadas de los datos existentes; y es insesgado porque procura que la media de los errores (desviaciones entre el valor real y el valor estimado) sea nula; es el mejor (ptimo) porque los errores de estimacin tienen una variancia (variancia de estimacin) mnima. El trmino kriging abarca una serie de mtodos, el ms comn es el siguiente:
En el Mtodo de Kriging normalmente son usados cuatro tipos de variogramas: usadas las siguientes variables: : variancia : nugget : silo : variancia asinttica : distancia de separacin
A partir de ese grfico se estima el modelo de variograma que mejor se aproxima a la curva obtenida. El efecto pepita puede estar presente en el semivariograma experimental y debe ser considerado. Determinado el modelo de semivariograma a ser usado, se inicia la fase de clculos. Siendo el semivariograma una funcin que depende de la direccin, es natural que presente valores diferentes conforme la direccin, recibiendo este fenmeno el nombre de anisotropa. Un caso de semivariograma presente una forma semejante en todas las direcciones del espacio, va a depender de h, dicindose que es una estructura isotrpica, i. e., sin direcciones privilegiadas de variabilidad.
donde es el nmero de muestras obtenidas, es el valor obtenido en el punto y es el peso designado al punto . A fin de obtener los pesos de cada uno de los puntos, para cada uno de ellos se realiza un clculo de . Tal procedimento depende del tipo de kriging que est siendo utilizado. Hacemos hincapi en la siguiente notacin: : peso del j-simo punto : valor de la semivariancia de : variable temporaria
De esa manera, se calcula el valor interpolado para todos los puntos deseados. Se resalta que solamente deben ser utilizados los valores adquiridos arriba.
Kriging Interpolation
by Chao-yi Lang, Dept. of Computer Science, Cornell University
Table of Contents
Figures
INTRODUCTION
In real world, it is impossible to get exhaustive values of data at every desired point because of pratical constraints. Thus, interpolation is important and fundamental to graphing, analysing and understanding of 2D data. The word "kriging" is synonymous with "optimal prediction"[1]. It is a method of interpolation which predicts unknown values from data observed at known locations. This method uses variogram to express the spatial variation , and it minimizes the error of predicted values which are estimated by spatial distribution of the predicted values.
GOAL
The goal of this project is to implement an ordinary kriging module for IBM Data Explorer 2.0 using C language. This module takes a number of input data, including a field of observed data, the estimated range, the resolution of the estimated range, variogram model, nugget effect and sill. The output is a field of estimated value and error variance.
THEORY
In ordinary kriging, which estimates the unknown value using a weighted linear combinations of the available sample[2]:
(1) The error of i-th estimate, ri, is the difference of estimated value and true value at that same location: (2) The average error of a set of k estimates is:
(4) Unfortunately, we can not use the equation because we do not know the true value V1,...,Vk. In order to solve this problem, we apply a stationary random function that consists of several random variables, V(Xi). Xi is the location of observed data for i > 0 and i <= n. ( n is the total number of observed data). The unknown value at the location X0 we are trying to estimate is V(X0). The estimated value represented by random function is:
(6) is the covariance of the random variable V(X0) with itself and we assume that all of our random variables have the same variance. is the Lagrange parameter[2]. In order to get the minimum variance of error, we calculate the partial first derivatives of the equation (6) for each w and setting the result to 0. Here is the example of differentiation with respect to w1:
For each i, 1 <= i <= n (8) We can get the each weight Wi through the equation (8). After getting the value, we can estimate the value located in X0.
IMPLEMENTATION
The project uses variogram instead of covariance to calculate each weight of equation (8). The variogram is :
(10)
2. exponential
Nugget effect (c0) : Though the value of the variogram for h = 0 is strictly 0, several factors, such as sampling error and short scale variability, may cause sample values separated by extremely small distances to be quite dissimilar. This causes a discontinuity at the origin of the variogram. The vertical jump from the value of 0 at the origin to the value of the variogram at extremely small separation distances is called the nugget effect.[2] Range (a) : The distance of two pairs increase, the variogram of those two pairs also increase. Eventually, the increase of the distance can not cause the variogram increase. The distance which cause the variogram reach plateau is called range.[ Figure 1] Sill (C0 + C1) : The maximum variogram value which is the plateau of Figure 1. Distance h : The distance between estimated location and observed location.
Figure 1. An example of an exponential variogram model The equation (8) can be written in matrix notation as V*W=D V: is (n+1)X(n+1) matrix which contains the variogram of each known data. The components of last column and row are 1 and the last component of the matrix is 0. W: is (n+1) matrix which contains the weight corresponding to each location. the last of component of matrix is Lagrange Parameter. D: is (n+1) matrix which contains the variogram of known data and estimated data. The last component of the matrix is 1. Since V and D is known, we can get the unknown matrix W by : W = invert(V) * D Applying equation (5), we can get the estimated value on a specific location. We also can get the error variance from the square root of equation(10).
PROGRAMS
The kriging module was implemented in two machines, IBM RS/6000 and HP700. It is necessary to put the right library directory in the makefile. Some of the source codes were from netlib. Those source codes are used to invert matrix and were implemented by FORTRAN language originally. The FORTRAN codes have been translated to C code using the tool "f2c". The C code to invert the matrix is also need some special head file and library during compiling if your machine has no such library and head file.
Makefile_hp700
Makefile_ibm6000 kriging.mdf kriging.c outboard.c inv_m.tar.gz The inverse matrix source codes which got from Netlib. f2c.tar.gz The head file and library which are used to inverse matrix source codes. krig.net The example dx file. data1.dx The input example.
RESULT There are 46 observed samples in input file. The range of estimate is minimum and maximum values for X and Y coordinate of observed sample locations. The output including estimated values (Figure 2.) and error variance (Figure 3.).
Figure 3. Error variance Figure 2 shows the estimated area using the sample data. Figure 3 uses a colormap to display error variance. The red color area represents that the variance values are larger than other color areas. The blue color area represents that the variance values are less than other color areas. It is very clear to find that the error variance is small if there exists observed data. The location of white point represent the location of input data and the size of the white point means the elevation of the observed data.
CONCLUSION Many properties of the earth's surface vary in an apparently random yet spatially correlated fashion. Using kriging for interpolation enables us to estimate the confidence in any interpolated value in a way better than the earlier methods do.[3]
Kriging is also the method that is associated with the acronym B.L.U.E. ( best linear unbiased estimator.) It is "linear" since the estimated values are weighted linear combinations of the available data. It is "unbiased" because the mean of error is 0. It is "best" since it aims at minimizing the variance of the errors. The difference of kriging and other linear estimation method is its aim of minimizing the error variance. The project is to build a ordinary kriging module for IBM DataExplorer 2.0 using C language. Before using this module, it is important to know the meaning of input parameters and how to use it because those inputs values can not calculate from input sample data.
ACKNOWLEDGMENT This Project is written under the instruction of Prof. Bruce Land. Thanks Prof. Land gave me many suggestion on developing kriging module.
I would also like to thanks Mr. Hung Chen and Mr. Shiou-je Lin. They provide their experience to me on developing IBM DataExplorer module.
REFERENCES [1] A. G. Journel and CH. J. Huijbregts " Mining Geostatistics", Academic Press 1981
[2] Isaaks and Srivastava "An Introduction to Applied Geostatistics",Oxford University Press 1989 [3] M. A. Oliver and R. Webster "Kriging: a method of interpolation for geographical information system", INT. J. Geographical Information Systems, 1990, VOL. 4, No. 3, 313332 [4] Noel A.C.Cressie "Statistics for Spatial Data", A Wiley-Interscience publication, 1991 [5] IBM Data Explorer 2.0. For more information, click here
http://www.nbb.cornell.edu/neurobio/land/OldStudentProjects/cs490-94to95/clang/kriging.html