Kriging Interpolation

by Chao-yi Lang, Dept. of Computer Science, Cornell University

Table of Contents
Introduction
Goal
Theory
Implementation
Programs
Result
Conclusion
Acknowledge
References

Figures

An example of exponential variogram model

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:

(3)

The error variance 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:

(5)

The error variance 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].

(7)

All of weight Wi can be represented as:

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 :

(9)

The minimized estimation variance is:

(10)

The kriging module includes two variogram models:

1. spherical

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 HP-700. 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 2. Estimated values

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, 313-332

[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