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Kriging: An Introduction to Concepts and Applications Eric Krause Prahlad Jat

Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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Page 1: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Kriging: An Introduction to Concepts and

ApplicationsEric Krause

Prahlad Jat

Page 2: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Sessions of note…Tuesday

• Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C)

• Kriging: An Introduction to Concepts and Applications (2:30-3:30 SDCC Rm33C)

• Geostatistical Analyst: An Introduction (4:00-5:00 SDCC Rm30C)

Wednesday

Thursday

• Surface Interpolation in ArcGIS (11:15-12:00 SDCC Demo Theater 10)

• Empirical Bayesian Kriging and EBK Regression Prediction in ArcGIS (2:30-3:15 SDCC Demo Theater 10)

• Geostatistics in Practice: Learning Interpolation Through Examples (8:30-9:30 SDCC Rm30A)

• Polygon-to-Polygon Predictions Using Areal Interpolation (11:15-12:00 SDCC Demo Theater 10)

• Geostatistical Analyst: An Introduction (1:00-2:00 SDCC Rm30A)

• Using Living Atlas Data and ArcGIS Pro for 3D Interpolation (2:30-3:30 SDCC Rm 30C)

• Interpolating Surfaces in ArcGIS (4:00-5:00 SDCC Rm15A)

• Kriging: An Introduction to Concepts and Applications (4:00-5:00 SDCC Rm15B)

2

Page 3: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Geostatistical Analyst Resourceshttp://esriurl.com/GeostatGetStarted

• GeoNet – community.esri.com

- Blogs

- Free textbook and datasets

- Spatial Statistical Analysis For GIS Users

- Lots of discussions and Q&A

• Learn GIS – learn.arcgis.com

- Model Water Quality Using Interpolation

- Analyze Urban Heat Using Kriging

- Interpolate 3D Oxygen Measurements in Monterey Bay

Page 4: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Outline

• Introduction to interpolation

• Introduction to kriging

• Validating interpolation results

• Empirical Bayesian Kriging and EBK Regression Prediction

• Empirical Bayesian Kriging 3D

• Areal Interpolation

• Questions

Page 5: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

What is interpolation?

• Predict values at unknown locations using values at measured locations

• Many interpolation methods: kriging, IDW, LPI, etc

Page 6: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

What is autocorrelation?

Tobler’s first law of geography:

"Everything is related to everything else, but near things are more related than distant things."

Page 7: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• Given the data on the right,

how would you predict the

value of the red point?

• Simplest answer: guess the

average of all the points: 49

- Ignores spatial information

Page 8: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• Next best guess: average of a

local neighborhood

• Average of points within 12km

buffer: 40.75

- Better, but points that are

closer should have more

influence

Page 9: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• Next best guess: Weight

points by inverse distance

• Weighted average of points

within 12km buffer: 41.01

- This seems like a reasonable

guess with no obvious

problems

Page 10: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• What about this point?

• More points below than above

Page 11: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• What about this point?

• More points below than above

• Inverse-distance weighted

average in 40km buffer: 49.8

Page 12: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Building up interpolation

• What about this point?

• More points below than above

• Kriging prediction: 56.2

- Some weights are even

negative

Page 13: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Semivariogram

Page 14: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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

Page 15: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

What is an “optimal” interpolator?

• Estimates the true value, on average

• Lowest expected prediction error

• Able to use extra information, such as covariates

• Can be generalized to polygons (Areal interpolation, Geostatistical

simulations)

• Estimates a prediction distribution, not just a single prediction

Page 16: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Prediction Error of Predictions Probability Quantile

Kriging output surface types

Page 17: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Kriging workflow

1. Explore the data – check kriging assumptions

2. Configure options: trend removal, transformations, etc

3. Estimate a semivariogram model

4. Validate the results

5. Repeat steps 2-4 as necessary

6. Map the data for decision-making

Page 18: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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

Page 19: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Why the normal distribution is important

• Kriging predicts mean and standard error at every location

Page 20: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Why the normal distribution is important

• Kriging predicts mean and standard error at every location

Page 21: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Skewed distributions and outliers

Skewed Distribution Outlier

Page 22: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Assessing models using 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

Page 23: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Demo

Kriging in the

Geostatistical

Wizard

Page 24: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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

Page 25: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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

5. Mix the local surfaces together to get the final surface.

Page 26: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

EBK Regression Prediction

• Allows you to use explanatory variable rasters to improve predictions

• Automatically extracts useful information from explanatory variables

• Uses Principle Components to handle multicollinearity

Page 27: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Demo

EBK and EBK

Regression

Prediction

Page 28: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Empirical Bayesian Kriging 3D

• New in ArcGIS Pro 2.3

• Interpolate points measured in 3D using EBK

• Visualize 2D transects using Range Slider

• Export to rasters, contours, and 3D points

Page 29: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Demo

EBK 3D

Page 30: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

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

Page 31: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts

Areal Interpolation Workflow

Page 32: Kriging: An Introduction to Concepts and Applications · Sessions of note… Tuesday •Interpolating Surfaces in ArcGIS (1:00-2:00 SDCC Rm33C) •Kriging: An Introduction to Concepts