1. Stat 592A Spatial Statistical Methods peter@stat.washington.edu pds@stat.washington.edu NRCSE

2. Course content 1. Kriging 1. Gaussian regression 2. Simple kriging 3. Ordinary and universal kriging 4. Effect of estimated covariance 2. Spatial covariance 1. Isotropic covariance in R 2 2. Covariance families 3. Parametric estimation 4. Nonparametric models 5. Covariance on a sphere

3. 3. Nonstationary structures I: deformations 1. Linear deformations 2. Thin-plate splines 3. Classical estimation 4. Bayesian estimation 5. Other deformations 4. Nonstationary structures II: linear combinations etc. 1. Moving window kriging 2. Integrated white noise 3. Spectral methods 4. Testing for nonstationarity 5. Kernel methods

4. 5. Space-time models 1.Separability 2.A simple non-separable model 3.Stationary space-time processes 4.Space-time covariance models 5.Testing for separability 6. Assessment and use of deterministic models 1.The kriging approach 2.Bayesian hierarchical models 3.Bayesian melding 4.Data assimilation 5.Model approximation

5. Programs R geoR Fields S-Plus S+ SpatialStats

6. Course requirements Active participation Submit two lab reports eight homework problems Three homework problems can be replaced by an approved project Lab Thursdays 2-4 in B-027 Communications

7. 1. Kriging NRCSE

8. Research goals in air quality research Calculate air pollution fields for health effect studies Assess deterministic air quality models against data Interpret and set air quality standards Improved understanding of complicated systems

9. The geostatistical model Gaussian process  (s)=EZ(s) Var Z(s) < ∞ Z is strictly stationary if Z is weakly stationary if Z is isotropic if weakly stationary and

10. The problem Given observations at n locations Z(s 1 ),...,Z(s n ) estimate Z(s 0 ) (the process at an unobserved place) (an average of the process) In the environmental context often time series of observations at the locations. or

11. Some history Regression (Galton, Bartlett) Mining engineers (Krige 1951, Matheron, 60s) Spatial models (Whittle, 1954) Forestry (Matérn, 1960) Objective analysis (Grandin, 1961) More recent work Cressie (1993), Stein (1999)

12. A Gaussian formula If then

13. Simple kriging Let X = (Z(s 1 ),...,Z(s n )) T, Y = Z(s 0 ), so that  X =  1 n,  Y = ,  XX =[C(s i -s j )],  YY =C(0), and  YX =[C(s i -s 0 )]. Then This is the best unbiased linear predictor when  and C are known (simple kriging). The prediction variance is

14. Some variants Ordinary kriging (unknown  ) where Universal kriging (  (s)=A(s)  for some spatial variable A) Still optimal for known C.

15. The (semi)variogram Intrinsic stationarity Weaker assumption (C(0) needs not exist) Kriging predictions can be expressed in terms of the variogram instead of the covariance.

16. An example Ozone data from NE USA (median of daily one hour maxima June–August 1974, ppb)

17. Fitted variogram

18. Kriging surface

19. Kriging standard error

20. A better combination

21. Effect of estimated covariance structure The usual geostatistical method is to consider the covariance known. When it is estimated the predictor is not linear nor is it optimal the “plug-in” estimate of the variability often has too low mean Let. Is a good estimate of m 2 (  ) ?

22. Some results 1. Under Gaussianity, m 2  ≥ m 1 (  with equality iff p 2 (X)=p(X;  ) a.s. 2. Under Gaussianity, if is sufficient, and if the covariance is linear in  then 3. An unbiased estimator of m 2 (  is where is an unbiased estimator of m 1 (  ).

23. Better prediction variance estimator (Zimmerman and Cressie, 1992) (Taylor expansion; often approx. unbiased) A Bayesian prediction analysis takes account of all sources of variability (Le and Zidek, 1992)