performance evaluation for scattered data interpolation

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Performance Evaluation for Scattered Data Interpolation Matthew P. Foster & Adrian N. Evans [email protected] University of Bath

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My IGARSS 2008 slides. Presented on the 10th July. A brief description of some interpolation methods, and ways of analysing performance.

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Page 1: Performance Evaluation for Scattered Data Interpolation

Performance Evaluation for Scattered Data Interpolation

Matthew P. Foster & Adrian N. [email protected]

University of Bath

Page 2: Performance Evaluation for Scattered Data Interpolation

Summary

Basics Performance Outputs

• Scattered data

• Interpolation

• Basics

• Methods

Page 3: Performance Evaluation for Scattered Data Interpolation

Summary

Basics Performance Outputs

• Performance Evaluation

• Simulation-validation

• Cross-validation

Page 4: Performance Evaluation for Scattered Data Interpolation

Summary

Basics Performance Outputs

• Output Evaluation

• Error distributions

• Differences & artefacts

Page 5: Performance Evaluation for Scattered Data Interpolation

Scattered Data & Interpolation

• 2-D (+ height) in this case:

• x, y, z triplets

• Or matrix projections

• Very common

• Common examples:

• Nearest Neighbour

• Linear, Cubic

• Kriging

Page 6: Performance Evaluation for Scattered Data Interpolation

Interpolation Methods

• All techniques fit into two classes:

• Local – points in neighbourhood

• Global – all points

• Both use weighted combinations of input points, the weightings can be based on:

• Geometry – ‘where?’

• Input characteristics – ‘what?’

Page 7: Performance Evaluation for Scattered Data Interpolation

Point Geometry

• Delaunay Triangulation / Voronoi diagram

• Arguably most fundamental

• Distance metric

• Or scale-space version

Page 8: Performance Evaluation for Scattered Data Interpolation

Image Characteristics

• Correlation

• E.g. Semivariogram

• Local image information

• Energy

• Orientation

• Anisotropy

• Other methods…

Page 9: Performance Evaluation for Scattered Data Interpolation

Image Characteristics

• Correlation

• E.g. Semivariogram

• Local image information

• Energy

• Orientation

• Anisotropy

• Other methods…

Local orientation

Page 10: Performance Evaluation for Scattered Data Interpolation

Method Locality Weighting Method

ANC LocalApplicability

function Steered filters

Kriging Global Basis functionBuild model

then fit

Linear / Cubic Local Triangulation Surface fitting

Natural Neighbour Local Triangulation

Area Weighting

RBF Global Basis function Linear fitting

Methods

Page 11: Performance Evaluation for Scattered Data Interpolation

Performance Evaluation

Page 12: Performance Evaluation for Scattered Data Interpolation

Simulation-Validation

• Workflow

• Generate

• Sample

• Interpolate

• Subtract

• Repeat

Page 13: Performance Evaluation for Scattered Data Interpolation

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.9

5

0.9

6

0.9

7

0.9

8

0.9

9 1

Prop

ortio

nal R

MSE

Sparsity

ANCCubicKrigingNat. Neighbour

Simulation-Validation

• Give a good ‘feel’ for performance

• Detailed analysis possible

• Rarely mirrors actual data

Page 14: Performance Evaluation for Scattered Data Interpolation

Cross-Validation

• Computer vision / classification technique

• Allow performance analysis using real data

• Partition into 2 classes

• Reconstruction

• Validation

180

o W

135oW

90

oW

45 o

W

0 o

10 o

S

0 o

10 oN

20 oN

30 oN

50

o N

60

o N

70

oN

80 o

N

Page 15: Performance Evaluation for Scattered Data Interpolation

Example: TEC Data

• Data from GPS Satellites

• During Halloween Storm -Oct. 2003

• Fairly sparse relative to field size 100 x 120 (0.5˚)

180o W

135 oW

90 oW

45 oW

0 o

10 oS

0 o

10 oN

20 oN

30 oN

50

o N 6

0oN

70o N 80 oN

Page 16: Performance Evaluation for Scattered Data Interpolation

Process• For each time interval

• Split in 10 random blocks

• Reconstruct using 1-9 blocks

• Validate with remaining blocks

• Repeat as necessary Cubic

Page 17: Performance Evaluation for Scattered Data Interpolation

Results

0

0.005

0.01

0.015

0.02

0.025

0.03

0.035

0.04

0.045

0.9

82

0.9

84

0.9

86

0.9

88

0.9

9

0.9

92

0.9

94

0.9

96

0.9

98

Prop

ortio

nal R

MSE

Sparsity

ANCCubicKrigingNatural Neighbour

• Noisier than simulations

• Some similarities

• Kriging peak

• General method performance

See: An Evaluation of Interpolation Methods for Ionospheric TEC Mapping, M. P. Foster and A. N. Evans. IEEE Trans. Geoscience and Remote Sensing. Vol 46, No. 7, pp. 2153 -

2164, 2008

Page 18: Performance Evaluation for Scattered Data Interpolation

Output Evaluation

Page 19: Performance Evaluation for Scattered Data Interpolation

0

5000

10000

15000

20000

25000

-0.6

-0.4

-0.2 0

0.2

0.4

0.6

Coun

t

Error Value

Error Histogram

Error Distributions

• When everything works, outputs look nice

• Histogram is approximately Gaussian

Kriging Reconstruction

Fractal Surface

Page 20: Performance Evaluation for Scattered Data Interpolation

0

5000

10000

15000

20000

25000

-0.6

-0.4

-0.2 0

0.2

0.4

0.6

Coun

t

Error Value

Error Histogram

0

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0 10 20 30 40 50 60 70 80 90

Sem

ivaria

nce

[γ (h

)]

lag [h]

Semivariogram with Fitted Spherical Model

Error Distributions

• When everything works, outputs look nice

• Histogram is approximately Gaussian

Kriging Reconstruction

Fractal Surface

Page 21: Performance Evaluation for Scattered Data Interpolation

0

50

100

150

200

250

300

350

-100 -8

0-6

0-4

0-2

0 0 20

40

60

80

100

Coun

t

Error Value

Error Histogram

Error Distributions

• When it doesn’t work well:

• Examining histogram can show problems

• Which you can then look into:

• bad model fitting (due to odd image!)

Kriging Reconstruction

Image Data

Page 22: Performance Evaluation for Scattered Data Interpolation

0

50

100

150

200

250

300

350

-100 -8

0-6

0-4

0-2

0 0 20

40

60

80

100

Coun

t

Error Value

Error Histogram

0

0.05

0.1

0.15

0.2

0 10 20 30 40 50 60 70

Sem

ivaria

nce

[γ (h

)]

lag [h]

Semivariogram with Fitted Spherical Model

Error Distributions

• When it doesn’t work well:

• Examining histogram can show problems

• Which you can then look into:

• bad model fitting (due to odd image!)

Kriging Reconstruction

Image Data

Page 23: Performance Evaluation for Scattered Data Interpolation

Artefacts

Page 24: Performance Evaluation for Scattered Data Interpolation

LinearShuttle Radar Topography Mission Reconstructed

from ~1% of samples

Page 25: Performance Evaluation for Scattered Data Interpolation

Linear RBFReconstructed from ~1% of

samples

Shuttle Radar Topography Mission

Page 26: Performance Evaluation for Scattered Data Interpolation

TPS RBFReconstructed from ~1% of

samples

Shuttle Radar Topography Mission

Page 27: Performance Evaluation for Scattered Data Interpolation

Natural Neighbour

Reconstructed from ~1% of

samples

Shuttle Radar Topography Mission

Page 28: Performance Evaluation for Scattered Data Interpolation

ANCReconstructed from ~1% of

samples

Shuttle Radar Topography Mission

Page 29: Performance Evaluation for Scattered Data Interpolation

Artefacts

NaturalNeighbour

TPS (Cubic)

Cubic

Linear

Page 30: Performance Evaluation for Scattered Data Interpolation

Artefacts

NaturalNeighbour

TPS (Cubic)

Cubic

Linear

Page 31: Performance Evaluation for Scattered Data Interpolation

Artefacts

PointyNatural

Neighbour

TPS (Cubic)

Cubic

Linear

Page 32: Performance Evaluation for Scattered Data Interpolation

Artefacts

PointyNatural

Neighbour

TPS (Cubic)

Cubic

Linear

Overshoot

Page 33: Performance Evaluation for Scattered Data Interpolation

Artefacts

PointyNatural

Neighbour

TPS (Cubic)

Cubic

Linear

Overshoot

Triangulation Edges

Page 34: Performance Evaluation for Scattered Data Interpolation

Conclusions• Quantitative methodologies are useful for analysing

performance

• Result from real data can be very different from simulations

• But don’t yield information about spatial error distribution, or artefacts produced by different methods

• Error distributions can be used for more detailed qualitative analysis, provided enough data are available.

• The method best method depends on the application.