共查询到20条相似文献，搜索用时 649 毫秒
1.
This paper is concerned with vector random fields on spheres with second-order increments, which are intrinsically stationary and mean square continuous and have isotropic variogram matrix functions. A characterization of the continuous and isotropic variogram matrix function on a sphere is derived, in terms of an infinite sum of the products of positive definite matrices and ultraspherical polynomials. It is valid for Gaussian or elliptically contoured vector random fields, but may not be valid for other non-Gaussian vector random fields on spheres such as a χ 2, log-Gaussian, or skew-Gaussian vector random field. Some parametric variogram matrix models are derived on spheres via different constructional approaches. A simulation study is conducted to illustrate the implementation of the proposed model in estimation and cokriging, whose performance is compared with that using the linear model of coregionalization. 相似文献
2.
Chunsheng Ma 《Mathematical Geosciences》2011,43(2):229-242
This paper studies vector (multivariate, multiple, or multidimensional) random fields in space and/or time with second-order
increments, for which the variogram matrix is an important tool to measure the dependence within each component and between
each pair of distinct components. We introduce an efficient approach to construct Gaussian or non-Gaussian vector random fields
from the univariate random field with higher dimensional index domain, and particularly to generate a class of variogram matrices. 相似文献
3.
Chunsheng Ma 《Mathematical Geosciences》2012,44(6):765-778
This paper presents the characterization of the covariance matrix function of a Gaussian or second-order elliptically contoured vector random field on the sphere which is stationary, isotropic, and mean square continuous. This characterization involves an infinite sum of the products of positive definite matrices and Gegenbauer??s polynomials, and may not be available for other non-Gaussian vector random fields on spheres such as a ?? 2 or log-Gaussian vector random field. We also offer two simple but efficient constructing approaches, and derive some parametric covariance matrix structures on spheres. 相似文献
4.
Principal component analysis (PCA) is commonly applied without looking at the spatial support (size and shape, of the samples and the field), and the cross-covariance structure of the explored attributes. This paper shows that PCA can depend on such spatial features. If the spatial random functions for attributes correspond to largely dissimilar variograms and cross-variograms, the scale effect will increase as well. On the other hand, under conditions of proportional shape of the variograms and cross-variograms (i.e., intrinsic coregionalization), no scale effect may occur. The theoretical analysis leads to eigenvalue and eigenvector functions of the size of the domain and sample supports. We termed this analysis growing scale PCA, where spatial (or time) scale refers to the size and shape of the domain and samples. An example of silt, sand, and clay attributes for a second-order stationary vector random function shows the correlation matrix asymptotically approaches constants at two or three times the largest range of the spherical variogram used in the nested model. This is contrary to the common belief that the correlation structure between attributes become constant at the range value. Results of growing scale PCA illustrate the rotation of the orthogonal space of the eigenvectors as the size of the domain grows. PCA results are strongly controlled by the multivariate matrix variogram model. This approach is useful for exploratory data analysis of spatially autocorrelated vector random functions. 相似文献
5.
In the linear model of coregionalization (LMC), when applicable to the experimental direct variograms and the experimental
cross variogram computed for two random functions, the variability of and relationships between the random functions are modeled
with the same basis functions. In particular, structural correlations can be defined from entries of sill matrices (coregionalization
matrices) under second-order stationarity. In this article, modified t-tests are proposed for assessing the statistical significance of estimated structural correlations. Their specific aspects
and fundamental differences, compared with an existing modified t-test for global correlation analysis with spatial data, are discussed via estimated effective sample sizes, in relation to
the superimposition of random structural components, the range of autocorrelation, the presence of correlation at another
structure, and the sampling scheme. Accordingly, simulation results are presented for one structure versus two structures
(one without and the other with autocorrelation). The performance of tests is shown to be related to the uncertainty associated
with the estimation of variogram model parameters (range, sill matrix entries), because these are involved in the test statistic
and the degrees of freedom of the associated t-distribution through the estimated effective sample size. Under the second-order stationarity and LMC assumptions, the proposed
tests are generally valid. 相似文献
6.
Assessment of the sampling variance of the experimental variogram is an important topic in geostatistics as it gives the uncertainty of the variogram estimates. This assessment, however, is repeatedly overlooked in most applications mainly, perhaps, because a general approach has not been implemented in the most commonly used software packages for variogram analysis. In this paper the authors propose a solution that can be implemented easily in a computer program, and which, subject to certain assumptions, is exact. These assumptions are not very restrictive: second-order stationarity (the process has a finite variance and the variogram has a sill) and, solely for the purpose of evaluating fourth-order moments, a Gaussian distribution for the random function. The approach described here gives the variance–covariance matrix of the experimental variogram, which takes into account not only the correlation among the experiemental values but also the multiple use of data in the variogram computation. Among other applications, standard errors may be attached to the variogram estimates and the variance–covariance matrix may be used for fitting a theoretical model by weighted, or by generalized, least squares. Confidence regions that hold a given confidence level for all the variogram lag estimates simultaneously have been calculated using the Bonferroni method for rectangular intervals, and using the multivariate Gaussian assumption for K-dimensional elliptical intervals (where K is the number of experimental variogram estimates). A general approach for incorporating the uncertainty of the experimental variogram into the uncertainty of the variogram model parameters is also shown. A case study with rainfall data is used to illustrate the proposed approach. 相似文献
7.
Olivier Dubrule 《Mathematical Geosciences》2017,49(4):441-465
Many variogram (or covariance) models that are valid—or realizable—models of Gaussian random functions are not realizable indicator variogram (or covariance) models. Unfortunately there is no known necessary and sufficient condition for a function to be the indicator variogram of a random set. Necessary conditions can be easily obtained for the behavior at the origin or at large distance. The power, Gaussian, cubic or cardinal-sine models do not fulfill these conditions and are therefore not realizable. These considerations are illustrated by a Monte Carlo simulation demonstrating nonrealizability over some very simple three-point configurations in two or three dimensions. No definitive result has been obtained about the spherical model. Among the commonly used models for Gaussian variables, only the exponential appears to be a realizable indicator variogram model in all dimensions. It can be associated with a mosaic, a Boolean or a truncated Gaussian random set. In one dimension, the exponential indicator model is closely associated with continuous-time Markov chains, which can also lead to more variogram models such as the damped oscillation model. One-dimensional random sets can also be derived from renewal processes, or mosaic models associated with such processes. This provides an interesting link between the geostatistical formalism, focused mostly on two-point statistics, and the approach of quantitative sedimentologists who compute the probability distribution function of the thickness of different geological facies. The last part of the paper presents three approaches for obtaining new realizable indicator variogram models in three dimensions. One approach consists of combining existing realizable models. Other approaches are based on the formalism of Boolean random sets and truncated Gaussian functions. 相似文献
8.
Nonstationarity of the Mean and Unbiased Variogram Estimation: Extension of the Weighted Least-Squares Method 总被引：1，自引：0，他引：1
When concerned with spatial data, it is not unusual to observe a nonstationarity of the mean. This nonstationarity may be modeled through linear models and the fitting of variograms or covariance functions performed on residuals. Although it usually is accepted by authors that a bias is present if residuals are used, its importance is rarely assessed. In this paper, an expression of the variogram and the covariance function is developed to determine the expected bias. It is shown that the magnitude of the bias depends on the sampling configuration, the importance of the dependence between observations, the number of parameters used to model the mean, and the number of data. The applications of the expression are twofold. The first one is to evaluate a priori the importance of the bias which is expected when a residuals-based variogram model is used for a given configuration and a hypothetical data dependence. The second one is to extend the weighted least-squares method to fit the variogram and to obtain an unbiased estimate of the variogram. Two case studies show that the bias can be negligible or larger than 20%. The residual-based sample variogram underestimates the total variance of the process but the nugget variance may be overestimated. 相似文献
9.
Simulation of Non-Gaussian Transmissivity Fields Honoring Piezometric Data and Integrating Soft and Secondary Information 总被引：1，自引：0，他引：1
The conditional probabilities (CP) method implements a new procedure for the generation of transmissivity fields conditional to piezometric head data capable to sample nonmulti-Gaussian random functions and to integrate soft and secondary information. The CP method combines the advantages of the self-calibrated (SC) method with probability fields to circumvent some of the drawbacks of the SC method—namely, its difficulty to integrate soft and secondary information or to generate non-Gaussian fields. The SC method is based on the perturbation of a seed transmissivity field already conditional to transmissivity and secondary data, with the perturbation being function of the transmissivity variogram. The CP method is also based on the perturbation of a seed field; however, the perturbation is made function of the full transmissivity bivariate distribution and of the correlation to the secondary data. The two methods are applied to a sample of an exhaustive non-Gaussian data set of natural origin to demonstrate the interest of using a simulation method that is capable to model the spatial patterns of transmissivity variability beyond the variogram. A comparison of the probabilistic predictions of convective transport derived from a Monte Carlo exercise using both methods demonstrates the superiority of the CP method when the underlying spatial variability is non-Gaussian. 相似文献
10.
Gilles Bourgault 《Mathematical Geosciences》2012,44(8):1005-1037
The likelihood of Gaussian realizations, as generated by the Cholesky simulation method, is analyzed in terms of Mahalanobis distances and fluctuations in the variogram reproduction. For random sampling, the probability to observe a Gaussian realization vector can be expressed as a function of its Mahalanobis distance, and the maximum likelihood depends only on the vector size. The Mahalanobis distances are themselves distributed as a Chi-square distribution and they can be used to describe the likelihood of Gaussian realizations. Their expected value and variance are only determined by the size of the vector of independent random normal scores used to generate the realizations. When the vector size is small, the distribution of Mahalanobis distances is highly skewed and most realizations are close to the vector mean in agreement with the multi-Gaussian density model. As the vector size increases, the realizations sample a region increasingly far out on the tail of the multi-Gaussian distribution, due to the large increase in the size of the uncertainty space largely compensating for the low probability density. For a large vector size, realizations close to the vector mean are not observed anymore. Instead, Gaussian vectors with Mahalanobis distance in the neighborhood of the expected Mahalanobis distance have the maximum probability to be observed. The distribution of Mahalanobis distances becomes Gaussian shaped and the bulk of realizations appear more equiprobable. However, the ratio of their probabilities indicates that they still remain far from being equiprobable. On the other hand, it is observed that equiprobable realizations still display important fluctuations in their variogram reproduction. The variance level that is expected in the variogram reproduction, as well as the variance of the variogram fluctuations, is dependent on the Mahalanobis distance. Realizations with smaller Mahalanobis distances are, on average, smoother than realizations with larger Mahalanobis distances. Poor ergodic conditions tend to generate higher proportions of flatter variograms relative to the variogram model. Only equiprobable realizations with a Mahalanobis distance equal to the expected Mahalanobis distance have an expected variogram matching the variogram model. For large vector sizes, Cholesky simulated Gaussian vectors cannot be used to explore uncertainty in the neighborhood of the vector mean. Instead uncertainty is explored around the n-dimensional elliptical envelop corresponding to the expected Mahalanobis distance. 相似文献
11.
Johannes Bruining Diederik van Batenburg Larry W. Lake An Ping Yang 《Mathematical Geology》1997,29(6):823-848
Random field generators serve as a tool to model heterogeneous media for applications in hydrocarbon recovery and groundwater
flow. Random fields with a power-law variogram structure, also termed fractional Brownian motion (fBm) fields, are of interest
to study scale dependent heterogeneity effects on one-phase and two-phase flow. We show that such fields generated by the
spectral method and the Inverse Fast Fourier Transform (IFFT) have an incorrect variogram structure and variance. To illustrate
this we derive the prefactor of the fBm spectral density function, which is required to generate the fBm fields. We propose
a new method to generate fBm fields that introduces weighting functions into the spectral method. It leads to a flexible and
efficient algorithm. The flexibility permits an optimal choice of summation points (that is points in frequency space at which
the weighting function is calculated) specific for the autocovariance structure of the field. As an illustration of the method,
comparisons between estimated and expected statistics of fields with an exponential variogram and of fBm fields are presented.
For power-law semivariograms, the proposed spectral method with a cylindrical distribution of the summation points gives optimal
results. 相似文献
12.
13.
Joint geostatistical simulation techniques are used to quantify uncertainty for spatially correlated attributes, including mineral deposits, petroleum reservoirs, hydrogeological horizons, environmental contaminants. Existing joint simulation methods consider only second-order spatial statistics and Gaussian processes. Motivated by the presence of relatively large datasets for multiple correlated variables that typically are available from mineral deposits and the effects of complex spatial connectivity between grades on the subsequent use of simulated realizations, this paper presents a new approach for the joint high-order simulation of spatially correlated random fields. First, a vector random function is orthogonalized with a new decorrelation algorithm into independent factors using the so-termed diagonal domination condition of high-order cumulants. Each of the factors is then simulated independently using a high-order univariate simulation method on the basis of high-order spatial cumulants and Legendre polynomials. Finally, attributes of interest are reconstructed through the back-transformation of the simulated factors. In contrast to state-of-the-art methods, the decorrelation step of the proposed approach not only considers the covariance matrix, but also high-order statistics to obtain independent non-Gaussian factors. The intricacies of the application of the proposed method are shown with a dataset from a multi-element iron ore deposit. The application shows the reproduction of high-order spatial statistics of available data by the jointly simulated attributes. 相似文献
14.
Dae S. Young 《Mathematical Geology》1987,19(6):467-479
Geostatistics is extended to the spatial analysis of vector variables by defining the estimation variance and vector variogram in terms of the magnitude of difference vectors. Many random variables in geotechnology are in vectorial terms rather than scalars, and its structural analysis requires those sample variable interpolations to construct and characterize structural models. A better local estimator will result in greater quality of input models; geostatistics can provide such estimators: kriging estimators. The efficiency of geostatistics for vector variables is demonstrated in a case study of rock joint orientations in geological formations. The positive cross-validation encourages application of geostatistics to spatial analysis of random vectors in geoscience as well as various geotechnical fields including optimum site characterization, rock mechanics for mining and civil structures, cavability analysis of block cavings, petroleum engineering, and hydrologic and hydraulic modelings. 相似文献
15.
On the Existence of Mosaic and Indicator Random Fields with Spherical,Circular, and Triangular Variograms 总被引：1，自引：1，他引：0
Xavier Emery 《Mathematical Geosciences》2010,42(8):969-984
This paper focuses on two specific families of stationary random fields (namely, mosaic and indicator random fields) and examines
the question of whether the variogram of a member of these two families could be spherical, circular, or triangular. It is
shown that there are such examples in one-dimensional spaces, while there are counterexamples in higher-dimensional spaces
for mosaic random fields, indicators of Boolean random sets and indicators of excursion sets of Gaussian random fields. Further
results concerning the spherical plus nugget and circular plus nugget variograms are provided. 相似文献
16.
Stochastic fractal (fGn and fBm) porosity and permeability fields are conditioned to given variogram, static (or hard), and multiwell pressure data within a Bayesian estimation framework. Because fGn distributions are normal/second-order stationary, it is shown that the Bayesian estimation methods based on the assumption of normal/second-order stationary distributions can be directly used to generate fGn porosity/permeability fields conditional to pressure data. However, because fBm is not second-order stationary, it is shown that such Bayesian estimation methods can be used with implementation of a pseudocovariance approach to generate fBm porosity/permeability fields conditional to multiwell pressure data. In addition, we provide methods to generate unconditional realizations of fBm/fGn fields honoring all variogram parameters. These unconditional realizations can then be conditioned to hard and pressure data observed at wells by using the randomized maximum likelihood method. Synthetic examples generated from one-, two-, and three-dimensional single-phase flow simulators are used to show the applicability of our methodology for generating realizations of fBm/fGn porosity and permeability fields conditioned to well-test pressure data and evaluating the uncertainty in reservoir performance predictions appropriately using these history-matched realizations. 相似文献
17.
A geotechnical problem that involves several spatially correlated parameters can be best described using multivariate cross-correlated random fields. The joint distribution of these random variables cannot be uniquely defined using their marginal distributions and correlation coefficients alone. This paper presents a generic methodology for generating multivariate cross-correlated random fields. The joint distribution is rigorously established using a copula function that describes the dependence structure among the individual variables. The cross-correlated random fields are generated through Cholesky decomposition and conditional sampling based on the joint distribution. The random fields are verified regarding the anisotropic scales of fluctuation and copula parameters. 相似文献
18.
The application of regionalized variables requires the estimation of the variogram function and the evaluation of its integral. By representing the variogram by a general polygonal function the requisite integrals may be easily computed by a closed form representation of simple integrals. This paper provides the integration formulas for two-dimensional variogram functions whose domain is represented as a finite collection of rectangles. The integration formulas essential for a fully developed polygonal approach to an extensive statistical evaluation of geostatistical quantities are presented. 相似文献
19.
Although there are multiple methods for modeling matrix covariance functions and matrix variograms in the geostatistical literature, the linear coregionalization model is still widely used. In particular it is easy to check to ensure whether the matrix covariance function is positive definite or that the matrix variogram is conditionally negative definite. One of the difficulties in using a linear coregionalization model is in determining the number of basic structures and the corresponding covariance functions or variograms. In this paper, a new procedure is given for identifying the basic structures of the space–time linear coregionalization model and modeling the matrix variogram. This procedure is based on the near simultaneous diagonalization of the sample matrix variograms computed for a set of spatiotemporal lags. A case study using a multivariate spatiotemporal data set provided by the Environmental Protection Agency of Lombardy, Italy, illustrates how nearly simultaneous diagonalization of the empirical matrix variograms simplifies modeling of the matrix variograms. The new methodology is compared with a previous one by analyzing various indices and statistics. 相似文献
20.
Noel Cressie 《Mathematical Geology》1987,19(5):425-449
Fitting trend and error covariance structure iteratively leads to bias in the estimated error variogram. Use of generalized increments overcomes this bias. Certain generalized increments yield difference equations in the variogram which permit graphical checking of the model. These equations extend to the case where errors are intrinsic random functions of order k, k=1, 2, ..., and an unbiased nonparametric graphical approach for investigating the generalized covariance function is developed. Hence, parametric models for the generalized covariance produced by BLUEPACK-3D or other methods may be assessed. Methods are illustrated on a set of coal ash data and a set of soil pH data. 相似文献