Hello,
 
I am glad that Edzer reminded everyone that only in simple kriging do the
kriging weights become zero beyond the range of autocorrelation.
 
One issue that has not been discussed yet is the assumption of 
quasi-stationarity..
which means that in ordinary kriging (OK) the mean is assumed constant within 
the
search window, while the trend coefficients (e.g. slope for linear trend) are
assumed constant within the search window for kriging with a trend (KT).
These assumptions entail that the use of a large search window in OK
enhances the smoothing effect of kriging and so using more data often
leads to worse predictions. Except as examples for my book and to convince my 
short course students that more complicated method might not lead to better
predictions, I never used KT.  KT with local search windows often creates
artifact discontinuities in the map and produces kriging estimates that can 
vary widely,
leading to negative kriging estimates or extremely large estimates..
 
In summary, in 2D I typically use OK with 24 to 36 data to reach a balance 
between
stable estimates (using enough observations) and reasonable smoothing effect...
I also set the search radius to a very large number so that anywhere in the 
study area
the maximum number of observations is always found regardless of the local 
sampling density.
As for other kriging parameters, it is always good practice to use 
cross-validation
to compare alternative search strategies.
 
Search strategies are especially critical in 3D but this might be
the topic of another discussion...
 
Pierre
 
 
Pierre Goovaerts
Chief Scientist at BioMedware Inc.
Courtesy Associate Professor, University of Florida
President of PGeostat LLC
 
Office address: 
516 North State Street
Ann Arbor, MI 48104
Voice: (734) 913-1098 (ext. 8)
Fax: (734) 913-2201 
http://home.comcast.net/~goovaerts/ 

________________________________

From: [EMAIL PROTECTED] on behalf of Edzer J. Pebesma
Sent: Sat 7/1/2006 8:32 AM
To: Ashton Shortridge
Cc: Alí Santacruz; [email protected]
Subject: Re: AI-GEOSTATS: newbie question



Hi,

I like the question too.

The statement that weights for points beyond the variogram range get
zero weight is true for simple kriging, but not for ordinary and
universal/ext.drift kriging; I think this hint is sufficient to find out
why.

The statement that local kriging is always faster than global is also
not always true; for global kriging you have to decompose the covariance
matrix only once, and back solve for each prediction, for local kriging
you have to decompose (a smaller system) at each prediction location.
The decomposition is the most expensive part, O(n^2), whereas back
substitution is O(n) with n the neighbourhood size. Also, neighbourhood
selection can, depending on the strategy (smart indexing?) used, be more
or less expensive.

I tend to use all data if the total is less than say 1000; another
(disputable) issue is that in this case you have to explain less. I must
admit that this is usually in a universal kriging (aka ext.drift)
setting, where trend estimates can go wild in case of small neighbourhoods.

I did an extensive neighbouhood size ,cross validation excercise for
SIC2004, using ordinary kriging, and it turned out to be a factor of
little imporatance (I recall that there was an optimum for this data set
at n=125).
--
Edzer

Ashton Shortridge wrote:

>I like this question.
>
>The more points you use, presumably the better the estimation will be. In
>practice however, the influence of distant observations, especially with
>intervening closer observations, is very slight. Computationally the solution
>grows much more complex as the number of observations is increased. It's more
>efficient to solve many many small systems (n=4 closest points) than one
>global system (n=all points), for example.
>
>I don't think there is any reason to include points more distant than the
>range of your covariance structure(s), as those observations won't have any
>weight.
>
>Personally, I tend to use between 8 and 16 points, but others with more
>experience may employ more. I'm probably just more impatient for results!
>
>Yours,
>
>Ashton
>
>On Friday 30 June 2006 10:43 am, Alí Santacruz wrote:
> 
>
>>Dear list members,
>>
>>I have a very simple question (I think):
>>
>>When I want to perform a kriging, I must define the number of nearest
>>observations that should be used for the kriging prediction, or a maximum
>>distance from the prediction location.
>>
>>What criteria should I use to set these parameters? Which is the optimum
>>number of nearest neighbors?
>>
>>Any comment is welcome.
>>
>>Sincerely,
>>
>>Alí M. Santacruz
>>M.Sc. Geomatics, Student
>>National University of Colombia
>>Bogotá D.C.
>>
>>_________________________________________________________________
>>Charla con tus amigos en línea mediante MSN Messenger:
>>http://messenger.latam.msn.com/
>>
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>>
>
> 
>

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