Isobel,

I've used universal kriging a lot in the past, but in this case I want
to use a global trend and a small search neighbourhood (since I have
nearly 16000 observations), so I would be estimating the variogram from
one set of residuals and kriging with another. That's why I thought of
using SGS based on simple kriging with locally-varying means defined by
the fitted polynomial, as it seems consistent (but there's still a
problem with not accounting for variation in the polynomial on which the
locally varying mean is based). However, in practice I suspect that UK
would do the trick if this minor(?) inconsistency is overlooked... I
could estimate the variogram of residuals from locally detrended data,
but that could become complicated. I suppose IRF-k kriging is yet
another option. Perhaps comparison of several approaches is the most
sensible route, but I think after your advice I'll start with UK-based
SGS and go from there. 

Chris


-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On
Behalf Of Isobel Clark
Sent: 06 August 2003 21:17
To: Chris Lloyd
Cc: [EMAIL PROTECTED]
Subject: Re: AI-GEOSTATS: Simulation and trends

Chris

Could I be incredibly obvious and suggest that, if you
use Universal Kriging, the trend is fitted and
simulated automatically with SGS. This is one of the
major advantages of SGS over approaches like Turning
Bands or Monte-Carlo -- if you can krige it, you can
simulate it.

There is a lot of evidence in the literature, dating
back to the early '80s that kriging residuals and
adding back the trend gives you pretty much the same
estimated surface as Universal Kriging. However, what
it doesn't do is give you the right standard error
since it doesn't allow for the trend fitting error. So
I would hazard a guess that simulations done this way
would underestimate the 'true' variability.

Isobel {Clark}
http://drisobelclark.ontheweb.com

PS: could I take this opportunity to remind anyone
interested that the IAMG 2003 is rapidly approaching.
If you haven't registered yet, sort yourself out at
http://www.iamg2003.com or follow the links from our
page at http://ecosse.ontheweb.com/whatsnew.htm 

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