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An Introduction to Prediction Methods in Geostatistics

In: Handbook of Geomathematics

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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
    Fraunhofer Institute for Industrial Mathematics, Department of Financial Mathematics)

  • Alexandra Kochendörfer

    (Fraunhofer Institute for Industrial Mathematics, Department of Financial Mathematics)

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.

Suggested Citation

  • Ralf Korn & Alexandra Kochendörfer, 2015. "An Introduction to Prediction Methods in Geostatistics," Springer Books, in: Willi Freeden & M. Zuhair Nashed & Thomas Sonar (ed.), Handbook of Geomathematics, edition 2, pages 2235-2255, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-54551-1_46
    DOI: 10.1007/978-3-642-54551-1_46
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