IDEAS home Printed from https://ideas.repec.org/a/gam/jagris/v12y2022i5p682-d812975.html
   My bibliography  Save this article

Calibration Spiking of MIR-DRIFTS Soil Spectra for Carbon Predictions Using PLSR Extensions and Log-Ratio Transformations

Author

Listed:
  • Wiktor R. Żelazny

    (Division of Crop Management Systems, Crop Research Institute, Drnovská 507/73, CZ161 06 Praha, Czech Republic
    Faculty of Engineering, Czech University of Life Sciences Prague, Kamýcká 129, CZ165 00 Praha, Czech Republic)

  • Tomáš Šimon

    (Division of Crop Management Systems, Crop Research Institute, Drnovská 507/73, CZ161 06 Praha, Czech Republic)

Abstract

There is a need to minimize the usage of traditional laboratory reference methods in favor of spectroscopy for routine soil carbon monitoring, with potential cost savings existing especially for labile pools. Mid-infrared spectroscopy has been associated with accurate soil carbon predictions, but the method has not been researched extensively in connection to C lability. More studies are also needed on reducing the numbers of samples and on how to account for the compositional nature of C pools. This study compares performance of two classes of partial least squares regression models to predict soil carbon in a global (models trained to data from a spectral library), local (models trained to data from a target area), and calibration-spiking (spectral library augmented with target-area spectra) scheme. Topsoil samples were+ scanned with a Fourier-transform infrared spectrometer, total and hot-water extractable carbon determined, and isometric log-ratio coordinates derived from the latter measurements. The best RMSEP was estimated as 0.38 and 0.23 percentage points TC for the district and field scale, respectively—values sufficiently low to make only qualitative predictions according to the RPD and RPIQ criteria. Models estimating soil carbon lability performed unsatisfactorily, presumably due to low labile pool concentration. Traditional weighing of spiking samples by including multiple copies thereof in training data yielded better results than canonical partial least squares regression modeling with embedded weighing. Although local modeling was associated with the most accurate predictions, calibration spiking addressed better the trade-off between data acquisition costs and model quality. Calibration spiking with compositional data analysis is, therefore, recommended for routine monitoring.

Suggested Citation

  • Wiktor R. Żelazny & Tomáš Šimon, 2022. "Calibration Spiking of MIR-DRIFTS Soil Spectra for Carbon Predictions Using PLSR Extensions and Log-Ratio Transformations," Agriculture, MDPI, vol. 12(5), pages 1-26, May.
  • Handle: RePEc:gam:jagris:v:12:y:2022:i:5:p:682-:d:812975
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2077-0472/12/5/682/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2077-0472/12/5/682/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Jiajia Chen & Xiaoqin Zhang & Karel Hron, 2021. "Partial least squares regression with compositional response variables and covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(16), pages 3130-3149, December.
    2. Petra Kynčlová & Peter Filzmoser & Karel Hron, 2015. "Modeling Compositional Time Series with Vector Autoregressive Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 303-314, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2020. "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Working Paper series 20-27, Rimini Centre for Economic Analysis.
    2. Jilber Urbina & Miguel Santolino & Montserrat Guillen, 2021. "Covariance Principle for Capital Allocation: A Time-Varying Approach," Mathematics, MDPI, vol. 9(16), pages 1-13, August.
    3. Thomas-Agnan, Christine & Morais, Joanna, 2019. "Covariates impacts in compositional models and simplicial derivatives," TSE Working Papers 19-1057, Toulouse School of Economics (TSE).
    4. Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine, 2016. "A tour of regression models for explaining shares," TSE Working Papers 16-742, Toulouse School of Economics (TSE).
    5. Juan David Vega Baquero & Miguel Santolino, 2021. ""Too big to fail? An analysis of the Colombian banking system through compositional data"," IREA Working Papers 202111, University of Barcelona, Research Institute of Applied Economics, revised Apr 2021.
    6. Juan M.C. Larrosa, 2017. "Compositional Time Series: Past and Perspectives," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages 1-1, June.
    7. Zhang, Yongjie & Chu, Gang & Shen, Dehua, 2021. "The role of investor attention in predicting stock prices: The long short-term memory networks perspective," Finance Research Letters, Elsevier, vol. 38(C).
    8. Boonen, Tim J. & Guillen, Montserrat & Santolino, Miguel, 2019. "Forecasting compositional risk allocations," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 79-86.
    9. Vega Baquero, Juan David & Santolino, Miguel, 2022. "Too big to fail? An analysis of the Colombian banking system through compositional data," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    10. Jiajia Chen & Xiaoqin Zhang & Shengjia Li, 2017. "Multiple linear regression with compositional response and covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2270-2285, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jagris:v:12:y:2022:i:5:p:682-:d:812975. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.