Comparing Kriging and CoKriging¶
These tests mean to demonstrate the use of CoKriging in Heterotopic case. A second part also demonstrates the various cases of CoKriging simplifications, i.e. when Cokriging of several variables simplifies into one or several Kriging of each variable individually.
In [1]:
import gstlearn as gl
import gstlearn.plot as gp
import gstlearn.document as gdoc
import numpy as np
import gstlearn.plot as gp
import scipy.sparse as sc
gdoc.setNoScroll()
CoKriging vs. Kriging in 2-D¶
We create a grid and two models
In [2]:
grid = gl.DbGrid.create(nx=[300,200])
modelC = gl.Model.createFromParam(gl.ECov.CUBIC,range=40)
modelE = gl.Model.createFromParam(gl.ECov.EXPONENTIAL,range=20)
In [3]:
ax = gp.model(modelC)
ax.decoration(title="Cubic Model")
In [4]:
ax = gp.model(modelE)
ax.decoration(title="Exponential Model")
Working on exhaustive grids¶
We simulate two underlying GRFs exhaustively on the grid
In [5]:
err = gl.simtub(None,grid,modelC)
grid.setName("Simu", "S1")
err = gl.simtub(None,grid,modelE)
grid.setName("Simu", "S2")
In [6]:
fig, ax = gp.init(1,2,figsize=(12,4), flagEqual=True)
ax[0].raster(grid,name="S1")
ax[1].raster(grid,name="S2")
fig.decoration(title="Factors")
Calculating the variograms on the two Factors benefiting from the Grid organization. We can check that they are point-wise and spatially independent.
In [7]:
grid.setLocators(["S*"],gl.ELoc.Z)
nlag=40
varioParamG = gl.VarioParam.createMultipleFromGrid(grid,nlag)
vario = gl.Vario.computeFromDb(varioParamG, grid)
gp.varmod(vario)
gp.decoration(title="Model for Factors")
In [8]:
gp.correlation(grid, "S1", "S2", bins=100, cmin=1)
gp.decoration(title="Scatter Plot between Factors")
We define an internal function that generates two variables obtained as mixtures of the two underlying factors
In [9]:
def variable_generate(grid, c1, c2):
grid["Z1"] = c1[0] * grid["S1"] + c1[1] * grid["S2"]
grid["Z2"] = c2[0] * grid["S1"] + c2[1] * grid["S2"]
grid.setLocators(["Z*"],gl.ELoc.Z)
Create the two variables of interest
In [10]:
c1 = [3,1]
c2 = [1,2]
variable_generate(grid,c1,c2)
In [11]:
fig, ax = gp.init(1,2,figsize=(12,4), flagEqual=True)
ax[0].raster(grid,name="Z1")
ax[1].raster(grid,name="Z2")
fig.decoration(title="Variables")
In [12]:
grid.setLocators(["Z*"],gl.ELoc.Z)
nlag=40
varioParamG = gl.VarioParam.createMultipleFromGrid(grid,nlag)
vario = gl.Vario.computeFromDb(varioParamG, grid)
gp.varmod(vario)
gp.decoration(title="Model for Variables")
In [13]:
gp.correlation(grid, "Z1", "Z2", bins=100, cmin=1)
gp.decoration(title="Scatter Plot between Variables")
Sampling¶
This is performed by setting a threshold to be applied on a Uniform variable.
In [14]:
grid["uniform"] = gl.VectorHelper.simulateUniform(grid.getNSample())
In [15]:
def masking(grid, thresh1, thresh2):
m1 = grid["uniform"] < thresh1
grid[m1, "Z1"] = np.nan
m2 = grid["uniform"] < thresh2
grid[m2, "Z2"] = np.nan
mm = grid["uniform"] > min(thresh1, thresh2)
grid["sel"] = mm*1
grid.setLocator("sel", gl.ELoc.SEL)
data = gl.Db.createReduce(grid)
return data
Sample the exhaustive grid and create and Heteropic data set
In [16]:
data = masking(grid, 0.999,0.998)
We represent the heterotopic (nested) data set: in red where Z2 is informed and in black when Z1 is informed.
In [17]:
gp.symbol(data, nameSize="Z2", flagCst=True, s=50, c="red")
gp.symbol(data, nameSize="Z1", flagCst=True, s=20, c="black")
gp.close()
Calculating the simple and cross variograms based on these samples and fit them
In [18]:
data.setLocators(["Z*"],gl.ELoc.Z)
nlag = 15
dlag = 10
varioParamS = gl.VarioParam.createOmniDirection(nlag, dlag)
vario = gl.Vario.computeFromDb(varioParamS, data)
model = gl.Model()
err = model.fit(vario, types=[gl.ECov.EXPONENTIAL, gl.ECov.SPHERICAL])
gp.varmod(vario, model)
gp.decoration(title="Model for (sampled) Variables")
Performing Kriging and CoKriging¶
The main variable is the variable Z1 and the auxiliary variable is Z2. All subsequent estimations will be performed in Unique Neighborhood in the initial Grid (where the selection must be discarded beforehand).
In [19]:
neigh = gl.NeighUnique()
grid.clearSelection()
Considering Z1 as the main variable¶
When performing Kriging of Z1, the model of this variable is directly extracted from the bivariate model. This makes sense as Z1 corresponds to the one with less samples.
Kriging¶
In [20]:
data.setLocator("Z1",gl.ELoc.Z,cleanSameLocator=True)
vario.mono = gl.Vario.createReduce(vario,[0],gl.VectorInt())
model.mono = gl.Model.createReduce(model,[0])
res = gp.varmod(vario.mono, model.mono)
In [21]:
err = gl.kriging(data,grid,model.mono,neigh,namconv=gl.NamingConvention("Kriging"))
est1min = -5.20
est1max = +6.28
std1max = +2.48
In [22]:
fig, ax = gp.init(1,2,figsize=(12,4), flagEqual=True)
ax[0].raster(grid,name="Kriging.Z1.estim", vmin=est1min, vmax=est1max)
ax[0].symbol(data, nameSize="Z1", flagCst=True, s=20, c="white")
ax[1].raster(grid,name="Kriging.Z1.stdev", vmin=0, vmax=std1max)
ax[1].symbol(data, nameSize="Z1", flagCst=True, s=20, c="white")
fig.decoration(title="Kriging")
CoKriging¶
In [23]:
data.setLocators(["Z1","Z2"],gl.ELoc.Z)
In [24]:
err = gl.kriging(data,grid,model,neigh,namconv=gl.NamingConvention("CoKriging"))
In [25]:
fig, ax = gp.init(1,2, figsize=(12,4), flagEqual=True)
ax[0].raster(grid,name="CoKriging.Z1.estim", vmin=est1min, vmax=est1max)
ax[0].symbol(data, nameSize="Z2", flagCst=True, s=50, c="white")
ax[0].symbol(data, nameSize="Z1", flagCst=True, s=20, c="black")
ax[1].raster(grid,name="CoKriging.Z1.stdev", vmin=0, vmax=std1max)
ax[1].symbol(data, nameSize="Z2", flagCst=True, s=50, c="white")
ax[1].symbol(data, nameSize="Z1", flagCst=True, s=20, c="black")
fig.decoration(title="CoKriging")
Comparing CoKriging and Kriging on the main variable Z1
In [26]:
fig, ax = gp.init(1,2, figsize=(11,5), flagEqual=True)
ax[0].correlation(grid,"Kriging.Z1.estim","CoKriging.Z1.estim",bins=100, cmin=1,
diagLine=True, diagColor="yellow", flagSameAxes=True)
ax[1].correlation(grid,"Kriging.Z1.stdev","CoKriging.Z1.stdev",bins=100, cmin=1,
diagLine=True, diagColor="black", flagSameAxes=True)
fig.decoration(title="Comparing CoKriging and Kriging")
Considering Z2 as the main variable¶
This time, we consider Z2 as the target variable.
In [27]:
data.setLocator("Z2",gl.ELoc.Z,cleanSameLocator=True)
vario.mono = gl.Vario.createReduce(vario,[1],gl.VectorInt())
model.mono = gl.Model.createReduce(model,[1])
res = gp.varmod(vario.mono, model.mono)
In [28]:
err = gl.kriging(data,grid,model.mono,neigh,namconv=gl.NamingConvention("Kriging"))
est2min = -5.47
est2max = +4.16
std2max = +1.92
In [29]:
fig, ax = gp.init(1,2, figsize=(11,5), flagEqual=True)
ax[0].raster(grid,name="Kriging.Z2.estim", vmin=est2min, vmax=est2max)
ax[0].symbol(data, nameSize="Z2", flagCst=True, s=20, c="white")
ax[1].raster(grid,name="Kriging.Z2.stdev", vmin=0, vmax=std2max)
ax[1].symbol(data, nameSize="Z2", flagCst=True, s=20, c="white")
fig.decoration(title="Kriging")
Comparing CoKriging of Z2 (using Z1 as an auxiliary variable) to the Kriging of Z2.
In [30]:
fig, ax = gp.init(1,2,figsize=(11,5), flagEqual=True)
ax[0].correlation(grid,"Kriging.Z2.estim","CoKriging.Z2.estim",bins=100, cmin=1,
diagLine=True, diagColor="yellow", flagSameAxes=True)
ax[1].correlation(grid,"Kriging.Z2.stdev","CoKriging.Z2.stdev",bins=100, cmin=1,
diagLine=True, diagColor="black", flagSameAxes=True)
fig.decoration(title="Comparing CoKriging and Kriging")
As expected, the improvement in using Z1 as secondary variable is minor as it does not provide any information at samples where Z2 is not informed. Nevertheless, it still carries additional information: this is implies an improvement ... unless CoKriging presents some simplification, i.e.:
- the variables are spatially uncorrelated
- the variables are intrinsically correlated
- the variables correspond to a Markov model
None of these options are present in the current Model.
CoKriging simplifications¶
This simple test demonstrates the different simplifications of the cokriging.
The minimum data set is composed of 2 variables defined at 2 data samples.
In [31]:
data = gl.Db.create()
data["x1"] = [-10,15]
data["x2"] = [ 0, 0]
data["z1"] = [ -1, 2]
data["z2"] = [ 3, 5]
data.setLocators(["x1","x2"], gl.ELoc.X)
data.setLocators(["z1","z2"], gl.ELoc.Z)
target = gl.DbGrid.create(nx=[1,1])
neigh = gl.NeighUnique()
We define a standard workflow that will be performed for different Models.
In [32]:
def test_kriging(model, title, flagShort=True):
if not flagShort:
gl.OptDbg.setReference(1)
# Kriging the variables individually
print("====================================================")
print("Kriging Variable #1")
print("====================================================")
data1 = data.clone()
data1.setLocator("z1",gl.ELoc.Z)
model1 = gl.Model.createReduce(model,[0])
if flagShort:
result = gl.krigtest(data1,target,model1,neigh)
print(result.wgt)
else:
err = gl.kriging(data1,target,model1,neigh,
namconv=gl.NamingConvention(title + "_K"))
print("====================================================")
print("Kriging Variable #2")
print("====================================================")
data2 = data.clone()
data2.setLocator("z2",gl.ELoc.Z)
model2 = gl.Model.createReduce(model,[1])
if flagShort:
result = gl.krigtest(data2,target,model2,neigh)
print(result.wgt)
else:
err = gl.kriging(data2,target,model2,neigh,
namconv=gl.NamingConvention(title + "_K"))
# CoKriging
print("====================================================")
print("CoKriging")
print("====================================================")
if flagShort:
result = gl.krigtest(data,target,model,neigh)
print(result.wgt)
else:
err = gl.kriging(data,target,model,neigh,
namconv=gl.NamingConvention(title + "_COK"))
gl.OptDbg.setReference(0)
Variables spatially independent¶
Define a Model with spatially independent variables
In [33]:
model = gl.Model.createFromParam(gl.ECov.SPHERICAL, range=30, sills=np.array([[1,0],[0,1]]))
model.display()
Model characteristics
=====================
Space dimension = 2
Number of variable(s) = 2
Number of basic structure(s) = 1
Number of drift function(s) = 0
Number of drift equation(s) = 0
Covariance Part
---------------
Spherical
- Sill matrix:
[, 0] [, 1]
[ 0,] 1.000 0.000
[ 1,] 0.000 1.000
- Range = 30.000
Total Sill
[, 0] [, 1]
[ 0,] 1.000 0.000
[ 1,] 0.000 1.000
Known Mean(s) 0.000 0.000
Perform CoKriging and Kriging
For the estimation of the single target site of the output grid, we ask for the whole display of the calculations: we will essentially pay attention to the set of weights.
In [34]:
test_kriging(model , "No_Correlation", flagShort=False)
====================================================
Kriging Variable #1
====================================================
Target location
---------------
Sample #1 (from 1)
Coordinate #1 = 0.000000
Coordinate #2 = 0.000000
Data selected in neighborhood
-----------------------------
Rank Sample x1 x2
1 1 -10.000 0.000
2 2 15.000 0.000
LHS of Kriging matrix
=====================
Dimension of the Covariance Matrix = 2
Rank 1 2
1 1.000 0.039
2 0.039 1.000
RHS of Kriging matrix
=====================
Number of active samples = 2
Total number of equations = 2
Number of right-hand sides = 1
Punctual Estimation
Rank 1
1 0.519
2 0.312
(Co-) Kriging weights
=====================
Rank Data Z1*
1 -1.000 0.507
2 2.000 0.293
Sum of weights 0.800
Drift or Mean Information
=========================
Mean for Variable Z1 = 0.000000
(Co-) Kriging results
=====================
Target Sample = 1
Variable Z1
- Estimate = 0.078
- Std. Dev. = 0.804
- Variance = 0.646
- Cov(h=0) = 1.000
====================================================
Kriging Variable #2
====================================================
Target location
---------------
Sample #1 (from 1)
Coordinate #1 = 0.000000
Coordinate #2 = 0.000000
Data selected in neighborhood
-----------------------------
Rank Sample x1 x2
1 1 -10.000 0.000
2 2 15.000 0.000
LHS of Kriging matrix
=====================
Dimension of the Covariance Matrix = 2
Rank 1 2
1 1.000 0.039
2 0.039 1.000
RHS of Kriging matrix
=====================
Number of active samples = 2
Total number of equations = 2
Number of right-hand sides = 1
Punctual Estimation
Rank 1
1 0.519
2 0.312
(Co-) Kriging weights
=====================
Rank Data Z1*
1 3.000 0.507
2 5.000 0.293
Sum of weights 0.800
Drift or Mean Information
=========================
Mean for Variable Z1 = 0.000000
(Co-) Kriging results
=====================
Target Sample = 1
Variable Z1
- Estimate = 2.984
- Std. Dev. = 0.804
- Variance = 0.646
- Cov(h=0) = 1.000
====================================================
CoKriging
====================================================
Target location
---------------
Sample #1 (from 1)
Coordinate #1 = 0.000000
Coordinate #2 = 0.000000
Data selected in neighborhood
-----------------------------
Rank Sample x1 x2
1 1 -10.000 0.000
2 2 15.000 0.000
LHS of Kriging matrix
=====================
Dimension of the Covariance Matrix = 4
Rank 1 2 3 4
1 1.000 0.039 0.000 0.000
2 0.039 1.000 0.000 0.000
3 0.000 0.000 1.000 0.039
4 0.000 0.000 0.039 1.000
RHS of Kriging matrix
=====================
Number of active samples = 2
Total number of equations = 4
Number of right-hand sides = 2
Punctual Estimation
Rank 1 2
1 0.519 0.000
2 0.312 0.000
3 0.000 0.519
4 0.000 0.312
(Co-) Kriging weights
=====================
Rank Data Z1* Z2*
Using variable Z1
1 -1.000 0.507 0.000
2 2.000 0.293 0.000
Sum of weights 0.800 0.000
Using variable Z2
3 3.000 0.000 0.507
4 5.000 0.000 0.293
Sum of weights 0.000 0.800
Drift or Mean Information
=========================
Mean for Variable Z1 = 0.000000
Mean for Variable Z2 = 0.000000
(Co-) Kriging results
=====================
Target Sample = 1
Variable Z1
- Estimate = 0.078
- Std. Dev. = 0.804
- Variance = 0.646
- Cov(h=0) = 1.000
Variable Z2
- Estimate = 2.984
- Std. Dev. = 0.804
- Variance = 0.646
- Cov(h=0) = 1.000
For the next comparison, we will focus on the set of weights only.
In [35]:
test_kriging(model , "No_Correlation")
====================================================
Kriging Variable #1
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.507
[ 1,] 0.293
====================================================
Kriging Variable #2
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.507
[ 1,] 0.293
====================================================
CoKriging
====================================================
- Number of rows = 4
- Number of columns = 2
[, 0] [, 1]
[ 0,] 0.507 0.000
[ 1,] 0.293 0.000
[ 2,] 0.000 0.507
[ 3,] 0.000 0.293
Intrinsic Correlation¶
Define a Model with Intrinsic Correlation
In [36]:
model = gl.Model(2,2)
model.addCovFromParam(gl.ECov.NUGGET,sills=np.array([[8,-2],[-2,5]]))
model.addCovFromParam(gl.ECov.SPHERICAL,range=20,sills=np.array([[32,-8],[-8,20]]))
model.display()
Model characteristics
=====================
Space dimension = 2
Number of variable(s) = 2
Number of basic structure(s) = 2
Number of drift function(s) = 0
Number of drift equation(s) = 0
Covariance Part
---------------
Nugget Effect
- Sill matrix:
[, 0] [, 1]
[ 0,] 8.000 -2.000
[ 1,] -2.000 5.000
Spherical
- Sill matrix:
[, 0] [, 1]
[ 0,] 32.000 -8.000
[ 1,] -8.000 20.000
- Range = 20.000
Total Sill
[, 0] [, 1]
[ 0,] 40.000 -10.000
[ 1,] -10.000 25.000
Known Mean(s) 0.000 0.000
Perform CoKriging and Krigings
In [37]:
test_kriging(model, "Intrinsic_Correlation")
====================================================
Kriging Variable #1
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.250
[ 1,] 0.069
====================================================
Kriging Variable #2
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.250
[ 1,] 0.069
====================================================
CoKriging
====================================================
- Number of rows = 4
- Number of columns = 2
[, 0] [, 1]
[ 0,] 0.250 0.000
[ 1,] 0.069 0.000
[ 2,] 0.000 0.250
[ 3,] 0.000 0.069
Markov Model¶
In [38]:
model = gl.Model(2,2)
model.addCovFromParam(gl.ECov.CUBIC,range=50,sills=np.array([[1,2],[2,4]]))
model.addCovFromParam(gl.ECov.SPHERICAL,range=20,sills=np.array([[0,0],[0,9]]))
model.display()
Model characteristics
=====================
Space dimension = 2
Number of variable(s) = 2
Number of basic structure(s) = 2
Number of drift function(s) = 0
Number of drift equation(s) = 0
Covariance Part
---------------
Cubic
- Sill matrix:
[, 0] [, 1]
[ 0,] 1.000 2.000
[ 1,] 2.000 4.000
- Range = 50.000
Spherical
- Sill matrix:
[, 0] [, 1]
[ 0,] 0.000 0.000
[ 1,] 0.000 9.000
- Range = 20.000
Total Sill
[, 0] [, 1]
[ 0,] 1.000 2.000
[ 1,] 2.000 13.000
Known Mean(s) 0.000 0.000
Perform CoKriging and Krigings
In [39]:
test_kriging(model, "Markov_COK")
====================================================
Kriging Variable #1
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.685
[ 1,] 0.433
====================================================
Kriging Variable #2
====================================================
- Number of rows = 2
- Number of columns = 1
[, 0]
[ 0,] 0.444
[ 1,] 0.211
====================================================
CoKriging
====================================================
- Number of rows = 4
- Number of columns = 2
[, 0] [, 1]
[ 0,] 0.685 0.745
[ 1,] 0.433 0.695
[ 2,] 0.000 0.312
[ 3,] 0.000 0.086