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A Generalized Convolution Model and Estimation for Non-stationary Random Functions

Francky Fouedjio 1 Nicolas Desassis 1 Jacques Rivoirard 1 
1 Équipe Géostatistique
GEOSCIENCES - Centre de Géosciences
Abstract : Standard geostatistical models assume second order stationarity of the underlying Random Function. In some instances, there is little reason to expect the spatial dependence structure to be stationary over the whole region of interest. In this paper, we introduce a new model for second order non stationary Random Functions as a convolution of an orthogonal random measure with a spatially varying random weighting function. This new model is a generalization of the common convolution model where a non-random weighting function is used. The resulting class of non-stationary covariance functions is very general, flexible and allows to retrieve classes of closed-form non-stationary covariance functions known from the literature, for a suitable choices of the random weighting functions family. Under the framework of a single realization and local stationarity, we develop parameter inference procedure of these explicit classes of non-stationary covariance functions. From a local variogram non-parametric kernel estimator, a weighted local least-squares approach in combination with kernel smoothing method is developed to estimate the parameters. Performances are assessed on two real datasets: soil and rainfall data. It is shown in particular that the proposed approach outperforms the stationary one, according to several criteria. Beyond the spatial predictions, we also show how conditional simulations can be carried out in this non-stationary framework.
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Submitted on : Wednesday, December 3, 2014 - 2:02:31 PM
Last modification on : Wednesday, November 17, 2021 - 12:33:00 PM
Long-term archiving on: : Saturday, April 15, 2017 - 2:32:09 AM


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  • HAL Id : hal-01090354, version 1


Francky Fouedjio, Nicolas Desassis, Jacques Rivoirard. A Generalized Convolution Model and Estimation for Non-stationary Random Functions. 2014. ⟨hal-01090354⟩



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