TY - JOUR
T1 - Aggregation-cokriging for highly multivariate spatial data
AU - Furrer, R.
AU - Genton, M. G.
N1 - KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: This research was sponsored by the National Science Foundation, U.S.A., and by an awardmade by the King Abdullah University of Science and Technology. We acknowledge the internationalmodelling groups for providing their data for analysis. We also thank the editor, theassociate editor and two referees for comments that led to a substantial improvement of the paper.
This publication acknowledges KAUST support, but has no KAUST affiliated authors.
PY - 2011/8/26
Y1 - 2011/8/26
N2 - Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.
AB - Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.
UR - http://hdl.handle.net/10754/597478
UR - https://academic.oup.com/biomet/article-lookup/doi/10.1093/biomet/asr029
UR - http://www.scopus.com/inward/record.url?scp=80052296779&partnerID=8YFLogxK
U2 - 10.1093/biomet/asr029
DO - 10.1093/biomet/asr029
M3 - Article
AN - SCOPUS:80052296779
SN - 0006-3444
VL - 98
SP - 615
EP - 631
JO - Biometrika
JF - Biometrika
IS - 3
ER -