Efficient Neighborhoods for Kriging with Numerous Data

Kriging is a data interpolation method that can be used to populate regular grids from data scattered in space, and requires the solution of a linear equation system the size of the number of data. When the data is numerous the speed of the calculation is slow. In this paper we propose to divide the regular grid into rectangular sub-segments and let all the grid cells in each sub-segment share a common data neighborhood. The advantage of this approach is that the number of data in the neighborhoods can be small compared to the complete dataset and it is possible to reuse some of the computations for all grid cells in each sub-segment. We show that the precision can be controlled through selection of neighbourhood size, and that the speed of the calculations can be optimized through selection of sub-segment size. We show that this is an efficient method for kriging when number of data is huge, giving a significant speed-up even for high data densities and precisions.