Abstract
Space-time processes constitute a particular class, requiring suitable tools in order to predict values in time and space, such as a space-time variogram or covariance function. The space-time co-variance function is defined and linked to the Linear Model of Coregionalization under second-order space-time stationarity. Simple and ordinary space-time kriging systems are compared to simple and ordinary cokriging and their differences for unbiasedness conditions are underlined. The ordinary space-time kriging estimation then is applied to simulated data. Prediction variances and prediction errors are compared with those for ordinary kriging and cokriging under different unbiasedness conditions using a cross-validation. The results show that space-time kriging tend to produce lower prediction variances and prediction errors that kriging and cokriging.
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Bogaert, P. Comparison of kriging techniques in a space-time context. Math Geol 28, 73–86 (1996). https://doi.org/10.1007/BF02273524
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DOI: https://doi.org/10.1007/BF02273524