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Abstract
In this study, two techniques for spatio-temporal (ST) kriging of soil water content are compared.
The first technique, spatio-temporal ordinary kriging, is the simplest of the two, and uses only
information about soil water content. The second technique, spatio-temporal kriging with external
drift, uses also the relationship between soil water content and net-precipitation to aid the
interpolation. It is shown that the behaviour of the soil water content predictions is physically more
realistic when using spatio-temporal kriging with external drift. Also, the prediction uncertainties are
slightly smaller. The data used in this study consist of Time Domain Reflectometry (TDR)
measurements from a 30-day irrigation experiment on a 60 60-m grassland in the Netherlands.
D 2002 Elsevier Science B.V. All rights reserved.
1. Introduction
Sampling and monitoring often put a heavy load on the budget of environmental
studies. Techniques that can increase the insight in the spatio-temporal (ST) distribution of
an environmental variable, without increasing the measurement effort, are therefore
valuable. Geostatistics offers a variety of techniques to make optimal use of measurement
information for interpolating variables in space (S). However, many branches within the
earth and environmental sciences deal with variables that vary not only in space but also in
* Corresponding author. Present address: Netherlands Institute for Applied Geosciences, P.O. Box 80015,
3508 TA Utrecht, The Netherlands.
E-mail addresses: j.snepvangers@nitg.tno.nl (J.J.J.C. Snepvangers),
g.b.m.heuvelink@science.uva.nl (G.B.M. Heuvelink), s.huisman@science.uva.nl (J.A. Huisman).
0016-7061/02/$ - see front matter D 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 0 1 6 - 7 0 6 1 ( 0 2 ) 0 0 3 1 0 - 5
254 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
time (T). For instance, within soil science, there are numerous dynamic spatial attributes,
such as soil water content, infiltration rate, water pressure and solute concentration.
Kyriakidis and Journel (1999) presented a thorough review of the status of ST
geostatistical techniques. Most of the techniques mentioned in their review only make
use of measurements of the variable of interest itself, so-called primary information. In
many studies, however, secondary information is available as well. For example, other
variables are measured that show a (strong) relationship with the variable under study.
Using such relationships in interpolation, by co-kriging or kriging with external drift, may
decrease the prediction uncertainties (Goovaerts, 1997). Interpolation in the full ST
domain offers new possibilities for these techniques, as dynamic relationships can also
be taken into account.
The aim of this study is to show how a dynamic physical relationship between soil
water content (h) and net-precipitation can be used to improve h interpolations. h depends
on the amount of water leaving and entering the soil and on soil hydraulic properties. Net-
precipitation is an important characteristic in this system as it largely determines the soil
water fluxes at the top of the system. As compared to the other fluxes in the system (the
fluxes to the groundwater and the horizontal fluxes), the net-precipitation flux is often
relatively large. Furthermore, net-precipitation can be measured relatively easy.
We compare ST ordinary kriging (ST-OK), which ignores secondary information, with
ST kriging with external drift (ST-KED), which employs net-precipitation as secondary
information. We demonstrate how KED can be used in the ST domain and analyze the
advantages and disadvantages of ST-KED compared to ST-OK.
The data for this study were obtained from an irrigation experiment on a 60 60-m
grassland in the south of the Netherlands, which we will refer to as the Molenschot dataset.
2. Spatio-temporal geostatistics
Bogaert and Christakos, 1997b) and soil science (e.g. Comegna and Vitale, 1993;
Heuvelink et al., 1996).
Basically, the aim of these studies is the same, namely to predict an attribute
z={z(s, t)jseS, teT} defined on a geographical domain SoR2 and a time interval ToR,
at a space time point (s0, t0), where z was not measured. The prediction is to be based
on n measurements at n ST points (si, ti), i = 1,. . ., n. To predict z(s0, t0), it is assumed
that z is a realization of a ST random function (ST-RF) Z, and Z(s0, t0) is predicted
conditional on the measurements z(si, ti).
The ST-RF model Z consists of a trend component representing some average
behaviour of the ST process (m) and a zero-mean residual component (e):
Zsi ; ti msi ; ti esi ; ti i 1; . . . ; n: 1
The simplest way to model the trend component m(s, t) is to assume an unknown
constant mean. Interpolation can then be carried out using ST ordinary kriging (ST-OK).
When the assumption of a constant mean is not realistic, a trend must be taken into
account. A simple option is to detrend the data beforehand, after which ST-Simple Kriging
can be used for interpolation (Angulo et al., 1998; De Cesare et al., 2001b). However,
uncertainties in the detrending procedure are not taken into account in further analysis.
This causes the interpolation uncertainty to appear lower than it is. It is also possible to
model the trend component as a linear trend function, consisting of the sum of products of
some known base-functions and some unknown coefficients:
X
p
ms; t fi s; tbi : 2
i1
In the simplest case, the base-functions are the coordinates (x,y,t) (universal kriging).
When secondary information is available, then this may also be used to define the base-
functions (kriging with external drift). Bogaert and Christakos (1997a), for example, use
altitude as secondary information in their ST study of thermometric data.
The residual in Eq. (1) can be characterised by the ST semivariogram, c(si, sj, ti, tj):
1
csi ; sj ; ti ; tj E esi ; ti esj ; tj 2 : 3
2
Under appropriate stationarity assumptions, an estimate of the ST variogram may be
obtained from the measurements by computing the experimental semivariogram c(hS, hT):
N h
X S ;hT
1
chS ; hT es; t es hS ; t hT 2 4
2N hS ; hT i1
256 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
where hS and hT are the S and T lags and where N(hS, hT) is the number of pairs in the ST
lag.
Fitting a model to the ST experimental semivariogram has some additional problems
over conventional semivariogram modelling, due to the distinct differences between the S
and T variation. One way of coping with these problems is to use completely separate S
and T semivariance structures and to model the total ST semivariance as the sum of these
structures. Although this approach facilitates the structural analysis, it has some important
drawbacks that are caused by the strict separation. For instance, the ST separation means
that knowing the attribute value at three corners of a rectangle in the ST domain
completely determines the attribute value at the fourth corner (Heuvelink et al., 1996).
This implies that the S behaviour must be the same for all time points and that the T
behaviour must be the same for all space points. However, this is not what we see in
practice, where different spatial patterns emerge at different times and where time series at
different locations show different behaviour. Complete ST separation is therefore unreal-
istic from a physical perspective. Furthermore, when measurements at all four corners are
collected, a singularity problem will be encountered (Rouhani and Myers, 1990). Separate
product structures, such as suggested by Rodriguez-Iturbe and Mejia (1974), Bogaert
(1996) and De Cesare et al. (1996), may overcome the singularity problem. However, they
still do not model space time interaction. Consequently, these structures are severely
limited in their ability to fit the data well (Cressie and Huang, 1999). From a
mathematical statistical standpoint, a variety of more advanced permissible nonseparate
semivariance structures, which do not suffer from the above drawbacks, have been
proposed (Cressie and Huang, 1999; De Cesare et al., 2001a; De Iaco et al., 2002).
Although these structures are mathematically correct, they often lack physical support and
are somewhat artificial. Therefore, environmental scientists often do not feel comfortable
with them.
Bilonick (1988) presented a simple nonseparate model form. He proposed an extension
of the separate-sum models using geometric and zonal anisotropy to solve the problems
arising from the differences in S and T variability. In the Bilonick model (Eq. (5)), the
residual component is divided in three parts. These are an S part eS(s), a T part eT(t) and an
ST part eST(s, t) that only comprises geometric anisotropy and no zonal anisotropy:
es; t eS s eT t eST s; t: 5
Assuming these three parts to be second-order stationary and mutually independent, the
semivariogram of e(s, t) is the sum of three components:
chS ; hT cS hS cT hT cST hST : 6
building is all about providing a sufficiently realistic description of the real world while
still being able to identify the model parameters and apply the model. In balancing these
two concerns, the level of complexity of the Bilonick model seems appropriate for the case
study investigated here.
When models for the trend and the residual are obtained, ST kriging can be carried out;
either ST-OK or ST-KED. The equations for kriging in the ST domain are exactly the same
as the standard S kriging equations. One should be aware, though, of the consequences of
kriging in the T domain. Future measurements influence present predictions just as much
as past measurements, because they are both weighed using the same semivariogram. This
may lead to physically unrealistic results, especially when sudden inputs in the system
occur. One may choose to use only past measurements for interpolation, but this causes a
loss of information. ST-KED can reduce the unrealistic effects without ignoring informa-
tion because the sudden inputs can be incorporated in the base-functions of the linear
trend.
For the OK and KED equations and their derivation, we refer to geostatistical
handbooks, for example, Goovaerts (1997).
3. Molenschot dataset
Fig. 1. Locations of the TDR and meteorological measurements. Shades of grey represent the irrigation pattern.
location. The displacements were taken into account in the geostatistical analysis. In total,
there were 19 manual measurement rounds (Fig. 2).
The probes for automatic measurements remained installed throughout the whole
experimental period at 34 locations (Fig. 1). They were connected to two computer-
controlled measurement systems (Heimovaara and Bouten, 1990). The two systems, A and
B, caused clustering of the automatic probes as the quality of the TDR measurements
decreases with cable length (Heimovaara, 1993). Automatic measurements were carried
out every 15 min. The measurements started at August 12 for system A and at August 18
for system B.
There is a large difference between the number of automatic and manual measurements
(Table 1). To balance the number of automatic and manual measurements and their
distribution over the T and S domain, we drew at random 6% of the automatic measure-
J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271 259
Fig. 2. Course of the daily average NPnatural during the experiment, displayed with the irrigation and manual TDR
measurement times.
ments for further analysis and omitted the other 94%. Table 1 shows that the data reduction
has a negligible effect on the summary statistics.
We also carried out meteorological measurements to gain information on the net-
precipitation. We distinguished between natural net-precipitation, NPnatural, and total net-
precipitation, NPtotal. NPnatural is the input to the topsoil from precipitation P(t) minus the
output from the topsoil through actual evapotranspiration ETa(t):
NPnatural t Pt ETa t: 7
We assumed that NPnatural was constant over space. We further assumed that the
potential evapotranspiration (ETp) calculated with the Penman equation was a satisfactory
estimate of ETa, since during the monitoring period, no water shortage occurred in the
field. For obtaining ETp, we measured air temperature, relative humidity, wind velocity,
and net-radiation in the southwest corner of the field (Fig. 1).
Table 1
Statistical summary of the TDR measurements
N Minimum Maximum Mean Standard
deviation
All Manual 4398 0.10 0.46 0.31 0.042
Automatic System A 54 070 0.12 0.48 0.31 0.054
Automatic System B 39 104 0.18 0.42 0.31 0.035
All Automatic 93 174 0.12 0.48 0.31 0.046
All 96 236 0.10 0.48 0.31 0.047
6% Automatic + All Manual 9900 0.10 0.46 0.31 0.049
260 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
Table 2
Number, type and characteristics of sprinklers used for the S irrigation pattern
Shape Size Number Estimated areaa Average intensitya Number of
[m2] [mm/h] measurement cups
Round Large 2 628.3 3.48 35
Round Medium 19 41.4 6.86 24
Round Small 30 10.6 6.02 18
Square Medium 1 89.3 7.47 18
With number of raingauges, we mean the number of measurement cups used to estimate the S pattern of a
sprinkler type.
Due to the irrigation, NPtotal varied not only in time but also in space. We irrigated
approximately one third of the field with 52 sprinklers of four different types (Table 2) at
two dates: August 17 (day 230) and September 1 (day 245). At both days, we started the
irrigation early in the morning, respectively, at 5.42 and 4.00 AM, to prevent evaporation
during irrigation. Both irrigations lasted 4 hours. To obtain the S distribution of the
irrigated water, we assumed that all sprinklers of one type had the same irrigation
characteristics. This allowed us to measure the distribution of irrigated water around
one sprinkler per sprinkler type and translate this to a total irrigation pattern.
In Fig. 1, the irrigation patterns for the two irrigation dates are shown. In Fig. 2, the
course of the daily natural net-precipitation is shown together with the irrigation dates and
the manual TDR rounds.
The first step in the analysis was to carry out ST-OK. The only prerequisite for ST-OK
is a model of the ST semivariance structure.
Fig. 3. Experimental semivariograms for ST-OK (a), ST-KED (linear) (b) and ST-KED (logarithmic) (c).
262 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
Fig. 4. Marginal experimental semivariograms for ST-OK, ST-KED (linear) and ST-KED (logarithmic): S: c(hS, 0)
(a) and T: c(0, hT) (b).
already mentioned differences, it can be seen that the T behaviour is much smoother than
the S behaviour. Besides this, a substantial nugget effect is present in the space direction,
whereas it is absent in the time direction. This is caused mainly by small-scale S variation
due to texture, vegetation differences, and animal activity (among others molehills).
The marginal semivariograms were used to obtain the model forms of the S and T
model parts of the Bilonick model. The S part was modelled with a nugget model plus an
exponential model. The T part was modelled with solely an exponential model. The T
periodicity was not taken into account as it hardly influences the interpolation, because the
period is large in relation to the observation density. An idea of how the ST part should be
modelled cannot be obtained using marginal semivariograms, but because the other two
components showed exponential behaviour, we decided to model the ST part with an
exponential model as well. This resulted in a total semivariance model for the ST-OK case:
with pS being the S nugget value, qS, qT and qST being the sill parameters of the S, T, and
ST model parts and rS, rT and rST being the range parameters of these parts, respectively.
Recall that the ST semivariance model also contains the ST-anisotropy parameter a.
J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271 263
Fitting the model to the experimental data is difficult due to the fact that eight
parameters must be estimated. We used a weighted least squares method minimizing:
nr X
of lags
wi chSi ; hTi chSi ; hTi 2 10
i1
where the weighing factor wi is the quotient of the number of pairs in the lag N(hSi ,hTi) and
p
the square root of the semivariance ( chSi ; hTi ). To prevent the iteration to get stuck in a
local minimum due to the initial choice of parameters, parameters were fitted with 500
randomly chosen initial parameter sets. The optimization algorithm we used is a standard
Matlab subspace trust region algorithm based on the interior-reflective Newton method
(Coleman and Li, 1996).
Mean values and standard deviation bands for the eight parameters are visualized in
Fig. 5. All parameters, except for the temporal range, are estimated rather accurately,
suggesting that the influence of local minima is small. The large standard deviation in the
temporal range is explained by the periodicity in the marginal temporal semivariogram
(see Fig. 4b). This causes the optimized ranges to follow a bimodal distribution. In some
cases, the optimization algorithm yields a range of about 8 days, in other cases, a range of
about 18 days.
Fig. 5. Parameters for the Bilonick model for ST-OK, ST-KED (linear) and ST-KED (logarithmic) (displayed for
y
each parameter in that order; : average, -: one standard deviation bands).
264 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
Fig. 6. h Interpolations using ST-OK, ST-KED (linear) and ST-KED (logarithmic) for three time points on day
230 (August 17, 2000): 2.30 AM, 12.00 AM and 8.00 PM.
three time points on August 17. Due to local dryer and wetter areas, caused by small-scale
spatial variation, all three maps show some spotting. The overall pattern is clear, though.
Most striking is that the pattern of irrigation (see Fig. 1) is already visible (as a darker area
in the north-east) at 2.30 AM in the morning (left), three hours before the irrigation started.
This is because future measurements influence predictions as much as past measurements
in kriging, as was mentioned before. At 12.00 AM (middle) and 8.00 PM (right), it can be
seen that the irrigation caused a strong increase in h in a large part of the field and that this
area stayed wet. The dry corner in the north-east of the field is caused by a large tree, 5 m
outside our study area.
To examine the T behaviour, a test location (x = 31.55, y = 19.00; Fig. 1) was selected
to test how well measured h time series could be reproduced by ST-OK. The automated
TDR measurements of system B were not included in the interpolation as the coverage
in the T domain is very high around automated TDR locations, leaving little challenge
for interpolation. As the comparison here was against point measurements, we used ST
point kriging. In Fig. 7 (top graph), measured and predicted h at the test location are
displayed. At times without sudden precipitation, measurements and ST-OK predictions
are within the uncertainty limits of plus or minus one standard deviation, but close to
irrigation times and heavy rainstorms, the measurements are much higher than the
predictions. This is due to the smoothing effect of kriging. In Fig. 8, the kriging standard
J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271 265
Fig. 7. Measured versus predicted h time series at location (x,y)=(31.55,19.00) for ST-OK (a), ST-KED (linear) (b)
and ST-KED (logarithmic) (c). The dashed lines show the + or one standard deviation bands.
deviation is displayed at the test location. Close to the manual measurement times the
ST-OK kriging standard deviation is small, but further away, the uncertainty quickly
increases.
266 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
Fig. 8. Kriging standard deviation at location (x,y)=(31.55,19.00) for ST-OK, ST-KED (linear) and ST-KED
(logarithmic).
The next step in our analysis was performing ST-KED. This requires a linear trend
model to incorporate the dynamic secondary information and a semivariance model of the
residuals.
with time interval length pa(0.5, 1, 2, 3, 6, 9, 12, 18, 24, 36, 48, 72, 96, 120, 144) in
hours. After calculation of the individual NPps, stepwise multiple regression with the h
data being dependent on the NPps was carried out. In this way, the most informative net-
precipitation delay periods were selected. The rule we used for selection is a significant
(95%) increase of at least 1% in explained variance (R2). Selection of several net-
precipitation delay periods makes it possible to obtain a weighted NPtotal function with
recent NPtotal weighing stronger than less recent NPtotal.
By doing so, we assume that the relationship between h and NPp is linear. When
we look at an example scatter plot of NP96 versus h (Fig. 9), it becomes clear that
assuming linearity is unrealistic because the natural maximum and minimum h values,
respectively, the saturated h and the residual h, are ignored when assuming a linear
model.
J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271 267
Fig. 9. Example of the cumulative net-precipitation (NP96) h relationship and three models describing this
relationship: linear, sigmoidal and logarithmic.
A Bolzmann sigmoidal curve may resemble the relationship of NPp with h more
closely. This model has four parameters:
1
ms; t A B A : 12
CNPps;t
1 exp D
ms; t E F lnNPp s; t G 13
where E, F and G represent the vertical shift, the steepness and the horizontal shift of the
model, respectively. This model can also be rewritten in linear form with two base-
functions f1 = 1 and f2(s, t)=(ln(NPp + G)), and coefficients b1 = E and b2 = F. As before,
parameter G cannot be isolated as it is integrated in base-function f2. However, this is less
problematic than with the sigmoidal model because the horizontal shift is not a very
sensitive parameter, in contrast to the combination of slope and horizontal shift in Eq. (12).
The horizontal shift can be estimated beforehand based on the minimum NPp. Problems do
occur with the logarithmic model at low h values, where minus infinity can be reached. For
the range of h values in this study (Table 1), this is of minor importance.
268 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
In Fig. 9, the NP96 h relationship and the three fitted models are given. Clearly,
the A parameter of the sigmoidal curve cannot be estimated very well. Based on this
and the fact that the logarithmic model can more easily be rewritten in linear form
without loss of important parameters, we chose to use the logarithmic model to
describe the nonlinear relationship between h and net-precipitation. The G parameter
was chosen to be the minimum of the NPp data per delay period rounded down to the
closest integer. As with the linear model, stepwise multiple regression with the same
selection rule was used to determine which net-precipitation delay periods best
explained h.
In order to judge whether using the nonlinear model really improves the interpolations,
both models were used in further analysis. The former being referred to as ST-KED
(linear) and the latter as ST-KED (logarithmic).
The results of the multiple regression of ST-KED (linear) and ST-KED (logarithmic)
are given in Table 3. It is remarkable that the selected net-precipitation delay periods are
rather long for both models. For both models, the shorter periods were just outside the
selection range. This shows that h in our study area has a long memory regarding net-
precipitation.
Table 3
Results of the stepwise multiple regression for ST-KED (linear) and ST-KED (logarithmic); order of included
parameters with explained variance R2 and increase in R2 per step
ST-KED R2 R2 increase ST-KED R2 R2 increase
(linear) (logarithmic)
NP144 0.1573 0.1573 NP120 0.2402 0.2402
NP72 0.1688 0.0113 NP48 0.2635 0.0233
NP1 0.1748 0.0060 NP144 0.2785 0.0150
NP3 0.1759 0.0011 NP3 0.2855 0.0070
NP2 0.1786 0.0027 NP6 0.2860 0.0005
The parameters included in the final linear trend models are in bold.
J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271 269
In this paper, we showed how the relationship between net-precipitation and h can be
used in ST-KED. It can be concluded that this kriging technique, which uses dynamic
secondary information, has some clear advantages over ST-OK. Even though the h
measurement coverage over the ST domain was high, ST-KED resulted in a decrease in
prediction uncertainty. Another improvement was the physically more realistic behaviour
of the ST-KED predictions. Especially the ST-KED (logarithmic) variant, which takes the
nonlinearity of the relationship between h and net-precipitation into account, better
described the sudden changes and the daily cycle in h.
Some less positive remarks have to be made here as well. First of all, the reduction of
the prediction uncertainty was less pronounced than we expected at first. This is attributed
to the crude assumptions we made to keep the trend model simple and manageable. To
270 J.J.J.C. Snepvangers et al. / Geoderma 112 (2003) 253271
reduce the prediction uncertainties further, one can try to add more information (e.g. soil
texture, soil physical properties, vegetation) in the trend model. This would require an
additional measurement effort, though. Also, including more and more additional
information such as physical laws will at some point become extremely difficult due to
the rigid structure of ST-KED. For incorporation of more advanced physical process
information, a Kalman filtering approach will be much more convenient (e.g. Or and
Hanks, 1992; Heuvelink and Webster, 2001; Bierkens et al., 2001), although it should be
kept in mind that this requires a major investment in development time.
Second, ST-OK also has some important advantages over ST-KED: it needs less data
and it is a simpler technique. Although this may seem trivial, it is something one should
keep in mind when selecting an interpolation technique. After all, the best technique is not
necessarily the technically most advanced one.
Acknowledgements
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