INTRODUCTION TO MINING

MNE - 201 (ESO1)

Lecture-11
 Covariance
Covariance is a scaled version of correlation - where a
point pair is separated by a small distance, variance/
variogram (or semi-variance / variogram) would be
expected to be small and consequently the covariance
would be large
 The covariance function decreases with distance
Relationship between the covariance function and the Semi-variogram
Relationship between the semi-variogram and
the covariance function:
 (h)  C  0   C  h 
Properties of Kriging:
Kriging is an exact interpolator
Kriging weights are calculated with the help of the semi-
variogram and the locations of the measurement points and the
point to be estimated. Not only distances between
measurement points and the point to be estimated are
considered but also the relative position of the measurement
points
Kriging weights show a screening effect, distant points
receive lower weights if closer measurements are available
Steps of Kriging:
1.Calculate the semi-variogram
2. Fit a model:
 To find a line that the (weighted) squared
difference between each point and the line is
as small as possible
 Defining a line that provides the best through
the points in the semi-variogram graph
3.Create the matrix
4.Make a prediction
 Kriging system of equation:  A    B 
where [A] , [λ]and [B] are-

where [ A ] is a symmetric matrix which depends only on the

known samples i.e. known to known covariance matrix
[B] depends on both the known and unknown samples i.e.
known to unknown covariance Matrix and
[λ] are weighted value and μ is the Lagrange multiplier
Kriging system of equation:  A    B 

The solution is thus [λ] = [A]-1 [B]

The problem is solved, as all λi,'s are derived from

the Semi-variogram
1. Ordinary Kriging:
In ordinary Kriging, a probability model is used in which the
bias and error variance can be computed and select weights for
the neighbour sample locations that the average error for the
model is 0 and the error variance is minimized
The procedure of Ordinary Kriging is similar to weighted
moving average except the weights are derived from
geostatistical analysis
The mean is a unknown (Locally estimate the mean)
The estimation by Ordinary Kringing can be expressed by

n n
Z (u0 )   i .Z (ui ) where   =1i
i 1 i=1
The minimum variance of z(u0 ) is
n n
 2   i . u ,u     i . oi  
i 0
i 1 i 1

i.e. Ordinary Kriging variance σ2OK is

n n
 2
OK     i . ui ,u0       i . oi  
2 2

i 1 i 1
n
 2
OK  Variance or Sill   i . oi  
i 1
(Variance or Sill is sample to sample i.e. point to point,
in this case point to point variance is nearly same as Sill)
Theoretically, Variance = Sill
But, practically, Variance ~ Sill
Ordinary Kriging system equation in matrix form:
 A     B  => [λ] = [A]-1 [B]
where [A] , [λ] and [B] are -

where [ A ] is a symmetric matrix which depends only on the

known samples i.e. known to known covariance matrix
[B] depends on both the known and unknown samples i.e.
known to unknown covariance Matrix and
[λ] are weighted value and μ is the Lagrange multiplier
 2. Simple Kriging:
It is similar to Ordinary Kriging except that the
weights sum equation (=1) is not added (λ ≠ 1)
The mean is a known and constant
(Global mean)
It uses the average of the entire data set
i.e. Simple Kriging variance σ2SK is
n
 SK
2
  2   i . oi
i 1
n
 SK
2
 Variance or Sill   i . oi
i 1
Simple Kriging system equation in matrix form:

 A     B  => [λ] = [A]-1 [B]

where [A] , [λ] and [B] are -

where [ A ] is a symmetric matrix which depends only on the

known samples i.e. known to known covariance matrix
[B] depends on both the known and unknown samples i.e.
known to unknown covariance Matrix and
[λ] are weighted value
3. Indicator Kriging:
Binary value
From a continuous variable z(u), an indicator can
be created by indicating it 1 for Z(u) is more than
or equal to a cut-off value, Zc , and 0 otherwise
Transferred the data to a indicator data (1,0)
1 if z(u )  z c
i (u , uc )  
0 otherwise

'c' indicate the cut-off or threshold value

 Example:
Data Value 40 42 40 41 50 49
The cut-off or threshold value is 41, then data can be
converted by (1,0):
Value 40 42 40 41 50 49
Convert data in 1 or 0 0 1 0 1 1 1

If cut-off or threshold value is 42, then data can be

converted by (1,0):
Value 40 42 40 41 50 49
Convert data in 1 or 0 0 1 0 0 1 1

Based on converted data solved the Kriging

Indicator Kriging system equation in matrix form:
 A     B  => [λ] = [A]-1 [B]
where [A] , [λ] and [B] are -

where [ A ] is a symmetric matrix which depends only on the

known samples i.e. known to known covariance matrix
[B] depends on both the known and unknown samples i.e.
known to unknown covariance Matrix and
[λ] are weighted value and μ is the Lagrange multiplier