An Introduction to

Spatial Autocorrelation and Kriging

Matt Robinson and Sebastian Dietrich

RenR 690 – Spring 2016
 Tobler and Spatial Relationships

• Tobler’s 1st Law of Geography: “Everything is related to everything

else, but near things are more related than distant things.”1

• Simple but powerful concept

• Patterns exist across space

• Forms basic foundation for concepts

related to spatial dependency
Waldo R. Tobler

(1) Tobler W., (1970) "A computer movie simulating urban growth in the Detroit region". Economic Geography,
46(2): 234-240.
 Spatial Autocorrelation (SAC) – What is it?

• Autocorrelation: A variable is correlated with itself (literally!)

• Spatial Autocorrelation: Values of a random variable, at paired

points, are more or less similar as a function of the distance
between them 2

Closer Points more similar = Positive Autocorrelation

Closer Points less similar = Negative Autocorrelation

(2) Legendre P. Spatial Autocorrelation: Trouble or New Paradigm? Ecology. 1993 Sep;74(6):1659–1673.
 What causes Spatial Autocorrelation?
(1) Artifact of Experimental Design (sample sites not random)
Parent Plant
(2) Interaction of variables across space (see below)

Univariate case – response variable is correlated with itself

Eg. Plant abundance higher (clustered) close to other
plants (seeds fall and germinate close to parent).

Multivariate case – interactions of response and predictor

variables due to inherent properties of the variables
Eg. Location of seed germination function of wind
and preferred soil conditions

Mechanisms underlying patterns will depend on study system!!

 Why is it important?
Presence of SAC can be good or bad (depends on your
objectives)

Good: If SAC exists, it may allow reliable estimation

at nearby, non-sampled sites (interpolation).

Bad: If SAC exists, observations are not independent

(violates assumption of many statistical tests)

 Failure to recognize/account for SAC can lead to

erroneous statistical results and conclusions
 Structure Functions
Spatial structure = spatial patterns in your data

Structure Functions - mathematical functions that describe spatial

autocorrelation and spatial structure 3

 Include terms that account for distance between sites

Most common structure functions based on variance (variogram) and

covariance (correlogram)

(3) Legendre P, Fortin MJ. 1989. Spatial pattern and ecological analysis. Vegetation. 80(2):107–138.
 Tests for SAC: Moran’s I
Moran’s I (Moran’s Index): Measures degree of correlation
between sample/observation points based on both variable
values and distance between points 4

Determines whether spatial pattern in data is

random, clustered, or dispersed.

(4) How Spatial Autocorrelation (Global Moran’s I) works - (ArcGIS Desktop Help). Available from:
http://help.arcgis.com/En/Arcgisdesktop/10.0/Help/index.html#//005p0000000t000000
 Moran’s I - Explained
Extension of Pearson’s Correlation Coefficient, r

Pearson’s (r): Measures association

between 2 different variables

Moran’s I: Measures degree of association

of single variable with itself at different
points in space as a function of distance
between points (called a spatial lag)5

Range: -1.0 (negative SAC) and 1.0 (positive SAC)

Value close to zero indicates no/little SAC

(5) Fortin, M.J., Dale, M.R. and Ver Hoef, J.M. 2002. Spatial analysis in ecology. Encyclopedia of environment.
 Math Behind Moran’s I

(1) Calculate Matrix of Inverse Distance Weights -

Distance weight Variable x at
defines spatial relationship between all sample (from matrix) points i and j
point pairs within a specified area.
Observed I

S0 = Sum of all
weights

(2) Calculate Observed and Expected Moran I

Expected I
(Under H0 of No SAC)
(3) Compare to Observed to Expected Moran’s I
(expected under H0 of no SAC)
 Moran’s I: In R
(using package “ape”)
(1) Input dataframe Response variable
x and y coordinates (specify location of
Example Dataframe sample points to be tested)

Station Av8top Lat Lon

1 60 7.225806 34.13583 -117.9236
2 69 5.899194 34.17611 -118.3153
3 72 4.052885 33.82361 -118.1875 (3) Run Moran’s I Function
4 74 7.181452 34.19944 -118.5347
5 …….. Moran.I(ozone$Av8top, ozone.dists.inv)

(2) Calculate Inverse Distance Matrix

zone.dists <- as.matrix(dist(cbind(ozone$Lon, ozone$Lat)))

ozone.dists.inv <- 1/ozone.dists

diag(ozone.dists.inv) <- 0

ozone.dists.inv[1:5, 1:5]
Source: http://www.ats.ucla.edu/stat/r/faq/morans_i.htm
 Moran’s I: Output and Interpretation In R
Moran’s I is an Inferential Statistic - Must examine in
Context of Null Hypothesis (No Spatial Autocorrelation)
Observed > Expected:
values cluster spatially
(1) Look at p-value ( + autocorrelation)
 Significant p-value: reject H0 (Autocorrelation exists).
Observed < Expected
values disperse spatially
(2) Examine Observed and Expected Moran’s I (- autocorrelation)

Observed = Moran’s I calculated from the data

Expected = Moran’s I expected under H0

Output in R (no spatial autocorrelation)

sd = standard deviation of Moran’s I under H0

p.value = p-value of the test of H0 against HA

Source: http://www.ats.ucla.edu/stat/r/faq/morans_i.htm
Source: http://www.inside-r.org/packages/cran/ape/docs/Moran.I
 Other Autocorrelation Indices
• Geary’s C – (similar to Moran’s)
- more sensitive to differences in small spatial neighborhoods

• Moran’s I – global measurement; sensitive to extreme Geary’s C

values

 Result in similar conclusions, but Moran’s generally

preferred (more powerful)5,6

For more information see:

http://geog.ucsb.edu/~chris/readings/Spatial.Analysis.in.Ecology.Encyclopedia.E
nvironmetrics.pdf

(5) Cliff, AD and Ord, JK (1975). The choice of a test for spatial autocorrelation. In J. C. Davies and M. J. McCullagh (eds)
Display and Analysis of Spatial Data, John Wiley and Sons, London, 54-77

(6) Cliff, A. D. and Ord, J. K. 1981 Spatial processes - models and applications. (London: Pion).
 The Variogram

Georges François Paul Marie

Matheron
December 2, 1930
–
August 7, 2000
French mathematician and
geologist, known as the founder
of geostatistics

Georges Matheron
Principles of geostatistics
Economic Geology
1963 58:1246-1266

Source: http://faculty.washington.edu/edford/Variogram.pdf
 Variogram continued

All credit to / Source: http://faculty.washington.edu/edford/Variogram.pdf

The variogram in a more ecologic context:

The experimental variogram allows the description of the overall spatial pattern and the estimation of
spatial autocorrelation parameters:
(a) the spatial range, a, where the variable is spatially influenced by the same underlying process;
(b) the nugget effect, which is the estimate of the error inherent in the measurements
(sampling design and sampling unit size) and environmental variability; and
(c) the sill that quantifies the spatial pattern intensity

 Secondly we derive a theoretical variogram which can be used for prediction of values (kriging)

All credit to / Source (good read!): Spatial analysis in ecology Marie-Josee Fortin, Mark R.T. Dale & Jay ver Hoef ´
Volume 4, pp 2051–2058 in Encyclopedia of Environmetrics
http://geog.ucsb.edu/~chris/readings/Spatial.Analysis.in.Ecology.Encyclopedia.Environmetrics.pdf
 Suggested read Variogram:

Variogram or Semivariogram? Variance or Semivariance? Allan Variance or Introducing a New Term?

Martin Bachmaier , Matthias Backes
Mathematical Geosciences
August 2011, Volume 43, Issue 6, pp 735-740
First online: 01 July 2011
 The history of Kriging
Some history:
Method developed by Professor Daniel Gerhardus Krige

The concept of Support is very basic to geostatistics and was first covered by
Ross (1950) and further developed by Krige (1951), including Krige’s variance-
size of area relationship. 37 Spatial Structure and Variograms

The corresponding correlograms or covariograms were used on a Simple

Kriging basis for block evaluations

Initially Professor Krige’s regressed estimates were then still called ‘weighted
moving averages’ until Matheron’s insistence in the mid- 1960’s on the term
Kriging in recognition of Professor Krige’s pioneering work.

Matheron, also then proposed the use of the variogram to define the
spatial structure. This model is an extension and refinement of the
concept covered by De Wijs (1951/3);
(Source:https://www.goldfields.com/pdf/presentations/2015/summary_prof_danie_krige_m
emorial_lecture.pdf)

The theoretical basis for the method was developed by the French
mathematician Georges Matheron based on the Master's thesis of Danie G.
Krige, the pioneering plotter of distance-weighted average gold grades at
the Witwatersrand reef complex in South Africa.
(Source: https://en.wikipedia.org/wiki/Kriging)
 Kriging – what it does
• also known as BLUP (best linear unbiased prediction)

• returning the observed values at sampling locations

• interpolates values using the intensity and shape of the experimental and modeled
variogram

• using a neighborhood and/or distance search radius

• provides the standard errors of the interpolated values

All credit to / Source (good read!): Spatial analysis in ecology Marie-Josee Fortin, Mark R.T. Dale & Jay ver Hoef ´
Volume 4, pp 2051–2058 in Encyclopedia of Environmetrics
http://geog.ucsb.edu/~chris/readings/Spatial.Analysis.in.Ecology.Encyclopedia.Environmetrics.pdf
 Kriging – how it works

Description: Kriging algorithm explained: To estimate the value of Cell 1 (C1) no data points are found within the range
(note, the value of C2 has not been estimated yet). The range is governed by the variogram and indicates the point at
which data shows no correlation (or where the semi-variance vs distance plot starts to flatten).
Because no data exists whithin the range the average of all data points is used for the C1 cell. When the C2 cell is now
visited the C1 cell and the other datapoints (two green and one yellow) are also used. Their relative weight is based on the variogram.
The grey datapoint is only used to calculate the average, but is not used directly for estimating the point C1 and C2.
All credit to / source: http://www.epgeology.com/gallery/image_page.php?album_id=10&image_id=201
Kriging – visual output

Kriging maps created with

ArcGIS
Spherical variogram model
Not standardized
Ideal for single site anlysis, but
Challenging for interpretetation

Solutions?!

 Solution: plot standardized

kriging maps?

 Can for comparison different

variogram
models be used to derive kriging
maps?
Kriging: Fields of application

Hydrogeology

Mining

...and more!
 Accounting/Correcting for SAC?

• Best method is proper experimental design

 Sample points or sites should be spaced appropriately

 Distance required will depend on your study system

Made some mistakes – all hope is not lost…..

• Some statistical methods exist to account for SAC6

(see below for resource)

(6) Dale, M.R.T., Fortin, M. 2002 Spatial autocorrelation and statistical tests in ecology. Écoscience. 2002; 9(2):162–167.