Beyond kriging: dealing with discontinuous spatial data fields using adaptive prior information and Bayesian partition modelling
Stephenson J., Gallagher K., Holmes CC.
AbstractThe technique of kriging is widely known to be limited by its assumption of stationarity, and performs poorly when the data involve localized effects such as discontinuities or nonlinear trends. A Bayesian partition model (BPM) is compared with results from ordinary kriging for various synthetic discontinuous 1-D functions, as well as for 1986 precipitation data from Switzerland. This latter dataset has been analysed during a comparison of spatial interpolation techniques, and has been interpreted as a stationary distribution and one thus suited to kriging. The results demonstrate that the BPM outperformed kriging in all of the datasets compared (when tested for prediction accuracy at a number of validation points), with improvements by a factor of up to 6 for the synthetic functions.