An Introduction to Prediction Methods in Geostatistics

Ralf Korn () and Alexandra Kochendörfer ()
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Ralf Korn: University of Kaiserslautern, The authors gratefully acknowledge financial support by the Bundesministerium für Umwelt, Naturschutz und Reaktorsicherheit for the project “GEOFÜND”. Department of Mathematics
Alexandra Kochendörfer: Fraunhofer Institute for Industrial Mathematics, Department of Financial Mathematics

A chapter in Handbook of Geomathematics, 2015, pp 2235-2255 from Springer

Abstract: Abstract In this survey we present various classical geostatistical prediction methods with a focus on interpolation methods that are known as Kriging. For this, we introduce basic concepts in spatial statistics, such as random field, stationarity, and variogram. Then, the main types of Kriging interpolation methods such as simple, ordinary, and universal Kriging are derived as best linear predictors in the mean squared sense. We further comment on multivariate and nonlinear generalizations such as cokriging or indicator Kriging and their aspects of application. Finally, we demonstrate the performance of Kriging prediction with the help of synthetic data.

Keywords: Random Field; Interpolation Method; Ordinary Kriging; Variogram Model; Gaussian Random Field (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-642-54551-1_46

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