kriging is a basic implementation of kriging, a method of interpolation using Gaussian process regression. kriging supports ordinary kriging and universal kriging (using a polynomial drift term), and ...

% Note: in this example, for pedagogical purposes, conditioned samplepaths are % simulated in two steps: first, unconditioned samplepaths are simulated; % second, conditioned samplepaths are obtained ...

Abstract: We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide flexible, ...

Abstract: We present a method for efficiently fitting a time series of spatial functions to observed data. The method is closely related to kriging, which is an interpolation method based on a ...

1 School of Urban Construction, Yangtze University, Jingzhou, China. 2 Aeronautics Department, Nanchang Hangkong University, Nanchang, Jiangxi. This research investigates the problem of performing ...