The temperature readings are point samples which can occur at various depths depending on who took the reading, how they were taken & the conditions at the time when they were taken.
If modeling heat in ocean water is similar to modeling metal content in rocks it is useful to get the average for a particular band, such as 0-10 m, 10-20 m, etc., by way of example. If a reading occurs at 6 m, a second one at 12 m & a third one at 14 m they have to assigned to the correct band & the readings for 12 m & 14 m, if the band interval is 10-20 m, need to be averaged appropriately & one way to do this is to apply weighted averaging to the data so there is only one value for each band.