AI-GEOSTATS: Log-normal back transform in Webster & Oliver

2003-07-28 Thread Gregoire Dubois
In the book "Geostatistics for Environmental Scientists"
By Richard Webster & Margaret A. Oliver, Wiley (2000), one will find in page
180 a brief discussion on the back-transformation of the kriging estimates. 

In ordinary kriging, when the natural logarithm (ln) is used, the
back-transformation will involve the Lagrange parameter (see equation 8.36). 
No problem so far.

But... the authors write in equation 8.38 that if one is using common
logarithms (log10) instead, the unbiased back-transformation of the ordinary
kriging estimates does not involve the Lagrange multiplier anymore. 
Is this correct ? In the affirmative, can someone point me to a paper
discussing "natural" log normal kriging versus "common" log normal kriging ?

Thanks again for any help.

Regards,

Gregoire

 



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Re: AI-GEOSTATS: Log-normal back transform in Webster & Oliver

2003-07-28 Thread Isobel Clark
Gregoire

Thank you for pointing out the lognormal section in
Webster & Oliver. I must confess I hadn't got round to
looking at it in detail.

Their simplification of the lognormal variance is
based on the assumptions (see p.179) that:

(a) the lagrangian multiplier would be close to zero
if the mean is well known
(b) the simple kriging weights would sum close to one
if the data is dense enough

The assumption (a) is one which has also been asserted
by Peter Dowd in some of his publications. 

>From practical experience (over 30 years) we find that
the lagrangian multiplier is seldom close to zero and,
in fact, where data is dense will tend to be large and
negative.

We have also done some fairly intensive practical
studies of simple kriging and found that, where data
is dense, the kriging weights will tend to be very
much greater than 1 so that the wieght applied to the
"known" mean will be large and negative. Where data is
sparse, weights sum to very much less than 1 so that
poorly sampled areas are allocated the 'global' mean. 

Equations 8.35 and 8.39 rely on these assumptions and
the implicit one that the only difference between the
variance of the real values and that of the estimates
is due to the simple kriging variance (i.e. no
condiitonal bias). It has been asserted by several
authors that simple kriging corrects for conditional
bias. Would that that was true!!

Equation 8.36 for ordinary kriging is correct, but we
prefer to use Sichel's proper lognormal confidence
intervals rather than back-transform the variance as
shown in equation 8.37. To use this form you would
have to assume that your errors were Normal even
though your data was lognormal.

I think there is a typo in equation 8.38 and the
subscript 'Y' should be 'SK' to bring it into line
with the other formulae.

The definitive math on the lognormal backtransform can
be found in Noel Cressie's book in equation 3.2.40
(for both types of kriging). Simpler explanations of
the same form can be found in some of my papers at
http://uk.geocities.com/drisobelclark/resume/Publications.html
(note the capital P and look for papers in the second
half of the 1990s).

Isobel Clark
http://geoecosse.bizland.com/whatsnew.htm


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RE: AI-GEOSTATS: Log-normal back transform in Webster & Oliver

2003-07-28 Thread Heuvelink, Gerard
Gregoire,

I do not have the book with me right now, but what (you and) I do know
is that

ln(x)=ln(10)*log10(x)

The difference is only a multiplication by a constant, so it cannot be
true that one case does involve the Lagrange multiplier and the other
does not.

Gerard


Gerard B.M. Heuvelink
Wageningen University and Research Centre
P.O. Box 47
6700 AA Wageningen
The Netherlands

tel +31 317 474628 / 482420
email [EMAIL PROTECTED]


-Original Message-
From: Gregoire Dubois [mailto:[EMAIL PROTECTED] 
Sent: maandag 28 juli 2003 11:39
To: [EMAIL PROTECTED]
Subject: AI-GEOSTATS: Log-normal back transform in Webster & Oliver

In the book "Geostatistics for Environmental Scientists"
By Richard Webster & Margaret A. Oliver, Wiley (2000), one will find in
page
180 a brief discussion on the back-transformation of the kriging
estimates. 

In ordinary kriging, when the natural logarithm (ln) is used, the
back-transformation will involve the Lagrange parameter (see equation
8.36). 
No problem so far.

But... the authors write in equation 8.38 that if one is using common
logarithms (log10) instead, the unbiased back-transformation of the
ordinary
kriging estimates does not involve the Lagrange multiplier anymore. 
Is this correct ? In the affirmative, can someone point me to a paper
discussing "natural" log normal kriging versus "common" log normal
kriging ?

Thanks again for any help.

Regards,

Gregoire

 



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AI-GEOSTATS: Comparison of semivariograms

2003-07-28 Thread Kalle Kronholm
Dear list members in both hemispheres;

For my PhD thesis, I am studying the spatial variability of penetration
resistance (a proxy for strength) in snow layers in an Alpine snow
cover. Of specific interest are weak layers that are responsible for
snow avalanche release. Are such weak layers less spatially variable
than layers that are not critical for snow stability? To answer this, I
want to compare the range, sill and nugget from model semivariograms
calculated for all layers investigated. I also calculate mean and CV for
each layer. 

Measurements:
At 113 locations on each small slope (20m x 20m), measurements of
penetration resistance were made in a nested grid with a spacing of 0.5m
to 2m. The penetration resistance for each layer within the grid was
recorded at all locations. I have data from approximately 100 layers.
Weak layers were identified with separate tests within each grid. 

Analyses:
The penetration resistance for each layer was log10 transformed to
approach normality. Grid-scale trends for each layer were investigated
with a (robust) linear regression on the x-y coordinates. In most
layers, this trend was statistically significant, but often in different
directions even in adjacent layers. The trend was removed to do a
geostatistical analysis on the normally distributed residuals. A robust
experimental semivariogram was calculated for the residuals for each
layer. Now I want to fit a spherical model semivariogram to the
experimental semivariograms. The spherical model fits the data from most
layers better than other models. 

Questions: 
- Is it possible to compare directly the range, the sill and the nugget
of the spherical model semivariograms fitted to the residuals of the
linearly detrended data for each layer?
- Are there any pit-falls that I should be aware of? (Should I test
different semivariogram models for each layer? Should I leave the linear
trend in the data for the structural analyses? ...)

All comments, suggestions and references are welcome and will be much
appreciated. I will be happy to provide more info if needed.

Best regards,

Kalle 

PS: No one was hurt during the measurements ;-)




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