Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2000. / Includes bibliographical references (p. 140-148). / Crucial in spatial interpolation of stochastic processes is the determination of the underlying dependency of the data. The dependency can be represented by an underlying covariogram, variogram, or generalized covariogram. Estimating this function in a nonparametric way is the theme of this thesis. If the function can be found accurately, then kriging is the optimal linear interpolation technique. A nev,ยท technique for variogram model selection using the derivative of the empirical variogram and non-negative least squares is discussed. The eigenstructure of the spatial design matrix, the key matrix in Matheron's variogram estimator is determined. Then a nonparametric estimator of the variogram and covariogram of a spatial stochastic process is found. The optimal node selection is determined as well as conditions when the spectral coefficients can be found without a non-linear algorithm. A method of extending isotropic positive definite functions in ]Rd is determined in order to avoid a Gibbs effect on the Fourier-Bessel expansion. Finally, a nonparametric estimator of the generalized covariance is discussed. / by David John Gorsich. / Ph.D.
| Identifer | oai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/9029 |
| Date | January 2000 |
| Creators | Gorsich, David John, 1968- |
| Contributors | Gilbert Strang., Massachusetts Institute of Technology. Dept. of Mathematics., Massachusetts Institute of Technology. Dept. of Mathematics. |
| Publisher | Massachusetts Institute of Technology |
| Source Sets | M.I.T. Theses and Dissertation |
| Language | English |
| Detected Language | English |
| Type | Thesis |
| Format | 148 p., 10416786 bytes, 10416544 bytes, application/pdf, application/pdf, application/pdf |
| Rights | M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission., http://dspace.mit.edu/handle/1721.1/7582 |
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