Kriging model

stochastic process with mean and second-moment structure used for regression

mathematical model

MaRDI QIDQ6775746FDOCommunityMathModDB

Named after

Danie G. Krige

Contained entities

second-moment stochastic process specification	$\begin{array}{cc}\text{(a)}& \{\begin{array}{c}𝔼[Z(x+h)-Z(x)]=0,\\ \mathrm{Var}(Z(x+h)-Z(x))=2\gamma (h)\end{array}\\ \text{or alternatively}& \\ \text{(b)}& \{\begin{array}{c}𝔼[Z(x)]=m(x),\\ \mathrm{Cov}(Z(x),Z(x^{\prime }))=C(x,x^{\prime })\end{array}\\ x,x^{\prime },h\in 𝒳\end{array}$
	$Z$ represents stochastic process
	$𝒳$ represents index set
stochastic process formulation	$Z(x),x\in 𝒳$
	$𝒳$ represents index set
	$Z(x)$ represents random variable

Specializations

Gaussian-process regression model, simple Kriging model, ordinary Kriging model, universal Kriging model

Further links

Item	Property
spatial prediction	modelled by

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