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GEOSTATISTICS

ASSIGNMENT 4 - ANSWERS
1.
a)
N

i j ij +2 i i 02 k

i=1, j i

i=1

( )
i=1

i1 (I )

Doing the partial derivatives of (I) wrt

and to the Lagrange multiplier

k , we

have:
N

=2 j ij +2 i 02 k (II )
i
j i
And

=2
k

j 1 ( III )
j=1

To minimise the variance of the error of the estimate, we set each of the partial
derivatives to zero, and solve the equations:
N

j ij + i 0 k=0(IV )
j i

Or
N

j ij+k =i 0 (V )
j i

And
N

j=1(VI )
j=1

We then solve these equations (N+1 equations in N+1 unknowns) to find the
With N=3, we have:

2 12+ 3 13 +k = 10(VII )
1 12+ 3 23 +k = 20( VIII)
1 13+ 2 23 +k = 30( IX )
1 + 2+ 3=1( X)

i ' s .

Substituting the values given:


2 n+ 3+ k=1( XI )
1 n+ 3+k=1( XII)
1 + 2+ k=1( XIII)
1 + 2+ 3=1( XIV )
b) We combine the equations and apply systems to find the value of
Change equation (XIV) into:
1 + 2=1 3 ( XV )
Substituting (XV) in (XIII):
1 3+ k=1
k =3 ( XVI)
Substituting (XVII) in (XII):
1 n+ 3+ 3=1
1 n+2 3=1
1 =

12 3
( XVII )
n

Substituting (XVII) in (XI):


2 n+ 3+ 3=1
2 n+2 3=1
2 =

12 3
( XVIII )
n

And we find that:


1= 2 ( XIX )
Using (XVI), (XVII) and (XVIII) and applying them in (XIII):
12 3 12 3
+
+ 3 =1
n
n
2 ( 12 3 ) +n 3=n

k :

24 3 +n 3=n
n 3 4 3=n2
(n4) 3 =n2
3 =

n2
(XX)
n4

Using (XVI) and (XX) in (XII):


1 n+

n2 n2
+
=1
n4 n4

1 n+2

n2
( n4
)=1

1 n ( n4 )+2 n4=n4
1 n ( n4 )+ n=0
1 =

1 =

n
n ( n4 )

1
( XXI )
( n4 )

Finally, substituting (XXI) in (XIX):


2 =

1
( XXII )
( n4 )

In summary, our weights are:


1 =

1
1
n2
, 2 =
, 3 =
n4
( n4 )
( n4 )

c)
For very small values of n,
that is

3 =

1
2

equal, that is

and

1 = 2 =

1 2= 3=

tends to weight as much as the sum of 1 and

2 ,

1
4 . For values of n close to 1, the weights tend to be

1
3 .

The reason for these effects is that for low nugget values samples 1 and 2 tend to be
considered as only one, given that the variance at really short distances is neglible.
Since all samples are uncorrelated to the target, because of the large distance

between such samples and the target, and we have virtually two samples, each of
them weights a half, with samples 1 and 2 equally contributing to their combined
weight.
On the other hand, when the nugget effect increases in value we have that the
distances of the samples to the target become less significant. So the weight of each
sample should be approximately the same.

d)
N

i j

i=1

k = i j ij +2 i i 0
2

j ij = i0 k
j i

i j

i=1

k 2 = i ( i 0k )+2 i i 0
N

i j

i=1

k = i i 0+ i k
2

Since the sum of the

i ' s

is 1

k 2 = i i 0+ k
i j

To solve that we expand the summation


k 2 =1 10 + 2 20 +3 30+ k
k 2 =1 +2 + 3+ k
Since the sum of the weights equals 1, we have that:
k 2 =k +1
Isolating k in equation (XIII) and substituting the weight values we have, to solve the
Lagrange multiplier, and then substituting its value in the previous equation we have
that:
2

k =

n2
+1
n4

or
2

k =

2 n6
n4

When n gets close to zero, the variance tends to


variance tends to
closer to one.

3
2 ; when n gets close to 1, the

4
3 . So the lower kriging variance is related to a nugget value

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