共查询到20条相似文献，搜索用时 24 毫秒
1.
On the Equivalence of the Cokriging and Kriging Systems 总被引：2，自引：0，他引：2
Simple cokriging of components of a p-dimensional second-order stationary random process is considered. Necessary and sufficient conditions under which simple cokriging is equivalent to simple kriging are given. Essentially this condition requires that it should be possible to express the cross-covariance at any lag series h using the cross-covariance at |h|=0 and the auto-covariance at lag series h. The mosaic model, multicolocated kriging and the linear model of coregionalization are examined in this context. A data analytic method to examine whether simple kriging of components of a multivariate random process is equivalent to its cokriging is given 相似文献
2.
The spatial distribution of rock properties in porous media, such as permeability and porosity, often is strongly variable. Therefore, these properties usefully may be considered as a random field. However, this variability is correlated frequently on length scales comparable to geological lengths (for example, scales of sand bodies or facies). To solve various engineering problems (for example, in the oil recovery process) numerical models of a porous medium often are used. A need exists then to understand correlated random fields and to generate them over discretized numerical grids. The paper describes the general mathematical methods required to do this, with one particular method (the nearest neighbor model) described in detail. How parameters of the mathematical model may be related to rock property statistics for the nearest neighbor model is shown. The method is described in detail in one, two, and three dimensions. Examples are given of how model parameters may be determined from real data. 相似文献
3.
Efficient Computation of Linearized Cross-Covariance and Auto-Covariance Matrices of Interdependent Quantities 总被引：2，自引：0，他引：2
In many geostatistical applications, spatially discretized unknowns are conditioned on observations that depend on the unknowns in a form that can be linearized. Conditioning takes several matrix–matrix multiplications to compute the cross-covariance matrix of the unknowns and the observations and the auto-covariance matrix of the observations. For large numbers n of discrete values of the unknown, the storage and computational costs for evaluating these matrices, proportional to n
2, become strictly inhibiting. In this paper, we summarize and extend a collection of highly efficient spectral methods to compute these matrices, based on circulant embedding and the fast Fourier transform (FFT). These methods are applicable whenever the unknowns are a stationary random variable discretized on a regular equispaced grid, imposing an exploitable structure onto the auto-covariance matrix of the unknowns. Computational costs are reduced from O(n
2) to O(nlog2
n) and storage requirements are reduced from O(n
2) to O(n). 相似文献
4.
The spatial continuity of facies is one of the key factors controlling flow in reservoir models. Traditional pixel-based methods
such as truncated Gaussian random fields and indicator simulation are based on only two-point statistics, which is insufficient
to capture complex facies structures. Current methods for multi-point statistics either lack a consistent statistical model
specification or are too computer intensive to be applicable. We propose a Markov mesh model based on generalized linear models
for geological facies modeling. The approach defines a consistent statistical model that is facilitated by efficient estimation
of model parameters and generation of realizations. Our presentation includes a formulation of the general framework, model
specifications in two and three dimensions, and details on how the parameters can be estimated from a training image. We illustrate
the method using multiple training images, including binary and trinary images and simulations in two and three dimensions.
We also do a thorough comparison to the snesim approach. We find that the current model formulation is applicable for multiple training images and compares favorably to
the snesim approach in our test examples. The method is highly memory efficient. 相似文献
5.
Multivariate Intrinsic Random Functions for Cokriging 总被引：2，自引：0，他引：2
In multivariate geostatistics, suppose that we relax the usual second-order-stationarity assumptions and assume that the component
processes are intrinsic random functions of general orders. In this article, we introduce a generalized cross-covariance function
to describe the spatial cross-dependencies in multivariate intrinsic random functions. A nonparametric method is then proposed
for its estimation. Based on this class of generalized cross-covariance functions, we give cokriging equations for multivariate
intrinsic random functions in the presence of measurement error. A simulation is presented that demonstrates the accuracy
of the proposed nonparametric estimation method. Finally, an application is given to a dataset of plutonium and americium
concentrations collected from a region of the Nevada Test Site used for atomic-bomb testing. 相似文献
6.
Matrix formulation of co-kriging 总被引：11，自引：0，他引：11
Donald E. Myers 《Mathematical Geology》1982,14(3):249-257
The matrix form of the general co-kriging problem is presented. Matrix solutions are given for SRFs with covariance functions, for IRFs of order zero using variograms and for universal co-kriging. General methods for obtaining cross-covariance or cross-variogram models are given. The relationship of the general co-kriging problem to the problem of one under sampled variable is presented. 相似文献
7.
Generalized Bootstrap Method for Assessment of?Uncertainty in Semivariogram Inference 总被引：1，自引：0，他引：1
The semivariogram and its related function, the covariance, play a central role in classical geostatistics for modeling the average continuity of spatially correlated attributes. Whereas all methods are formulated in terms of the true semivariogram, in practice what can be used are estimated semivariograms and models based on samples. A generalized form of the bootstrap method to properly model spatially correlated data is used to advance knowledge about the reliability of empirical semivariograms and semivariogram models based on a single sample. Among several methods available to generate spatially correlated resamples, we selected a method based on the LU decomposition and used several examples to illustrate the approach. The first one is a synthetic, isotropic, exhaustive sample following a normal distribution, the second example is also a synthetic but following a non-Gaussian random field, and a third empirical sample consists of actual raingauge measurements. Results show wider confidence intervals than those found previously by others with inadequate application of the bootstrap. Also, even for the Gaussian example, distributions for estimated semivariogram values and model parameters are positively skewed. In this sense, bootstrap percentile confidence intervals, which are not centered around the empirical semivariogram and do not require distributional assumptions for its construction, provide an achieved coverage similar to the nominal coverage. The latter cannot be achieved by symmetrical confidence intervals based on the standard error, regardless if the standard error is estimated from a parametric equation or from bootstrap. 相似文献
8.
Analysis and Estimation of Natural Processes with Nonhomogeneous Spatial Variation Using Secondary Information 总被引：1，自引：0，他引：1
Natural processes encountered in mining, hydrogeologic, environmental, etc. applications usually are poorly known because of scarcity of data over the area of interest. Therefore, stochastic estimation techniques are the tool of choice for a careful accounting of the heterogeneity and uncertainty involved. Within such a framework, a better utilization of all available data concerning the process of interest and all other natural processes related to it, is of primary importance. Because many natural processes show complicated spatial trends, the hypothesis of spatial homogeneity cannot be invoked always, and the more general theory of intrinsic spatial random fields should be employed. Efficient use of secondary information in terms of the intrinsic model requires that suitable permissibility criteria for the generalized covariances and cross-covariances are satisfied. A set of permissibility criteria are presented for the situation of two intrinsic random fields. These criteria are more general and comprehensive than the ones currently available in the geostatistical literature. A constrained least-square technique is implemented for the inference of the generalized covariance and cross-covariance parameters, and a synthetic example is used to illustrate the methodology. The numerical results show that the use of secondary information can lead to significant reductions in the estimation errors. 相似文献
9.
Kernel Principal Component Analysis for Efficient,Differentiable Parameterization of Multipoint Geostatistics 总被引：6，自引：5，他引：1
This paper describes a novel approach for creating an efficient, general, and differentiable parameterization of large-scale
non-Gaussian, non-stationary random fields (represented by multipoint geostatistics) that is capable of reproducing complex
geological structures such as channels. Such parameterizations are appropriate for use with gradient-based algorithms applied
to, for example, history-matching or uncertainty propagation. It is known that the standard Karhunen–Loeve (K–L) expansion,
also called linear principal component analysis or PCA, can be used as a differentiable parameterization of input random fields
defining the geological model. The standard K–L model is, however, limited in two respects. It requires an eigen-decomposition
of the covariance matrix of the random field, which is prohibitively expensive for large models. In addition, it preserves
only the two-point statistics of a random field, which is insufficient for reproducing complex structures.
In this work, kernel PCA is applied to address the limitations associated with the standard K–L expansion. Although widely
used in machine learning applications, it does not appear to have found any application for geological model parameterization.
With kernel PCA, an eigen-decomposition of a small matrix called the kernel matrix is performed instead of the full covariance
matrix. The method is much more efficient than the standard K–L procedure. Through use of higher order polynomial kernels,
which implicitly define a high-dimensionality feature space, kernel PCA further enables the preservation of high-order statistics
of the random field, instead of just two-point statistics as in the K–L method. The kernel PCA eigen-decomposition proceeds
using a set of realizations created by geostatistical simulation (honoring two-point or multipoint statistics) rather than
the analytical covariance function. We demonstrate that kernel PCA is capable of generating differentiable parameterizations
that reproduce the essential features of complex geological structures represented by multipoint geostatistics. The kernel
PCA representation is then applied to history match a water flooding problem. This example demonstrates that kernel PCA can
be used with gradient-based history matching to provide models that match production history while maintaining multipoint
geostatistics consistent with the underlying training image. 相似文献
10.
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
11.
边坡可靠度分析中通常假定采用平稳或准平稳随机场表征土体参数的空间变异性,然而大量现场试验数据表明,土体参数如不排水抗剪强度沿土体埋深常呈现明显的非平稳分布特征,即其均值和标准差均随埋深发生变化,因此亟需发展土体参数非平稳随机场模型及其模拟方法。针对目前不能有效单独模拟土体参数趋势分量和随机波动分量的不确定性,提出了一种有效的不排水抗剪强度参数非平稳随机场模型,并给出了土体参数二维非平稳随机场模拟方法计算流程,同时将新提出的模型与现有非平稳随机场模型及平稳随机场模型进行了系统比较。最后通过不排水饱和黏土边坡算例验证了提出模型的有效性,并揭示了不排水抗剪强度非平稳分布特征对边坡可靠度的影响规律。结果表明：提出模型能够有效地单独模拟土体参数趋势分量和随机波动分量的不确定性,考虑土体参数均值和标准差随埋深增加而增大的特性,可为表征土体参数非平稳分布特征提供了一条有效的途径。此外,与采用非平稳随机场模拟土体参数空间变异性相比,采用常用的平稳随机场模型会低估边坡失效概率,从而造成偏危险的边坡工程设计方案。 相似文献
12.
This paper applies the relationship between the matrix multivariate covariance and the covariance of a linear combination of a single attribute to analyze modeling with nested structures. This analysis for modeling of covariances is introduced to the multivariate case for nonorthogonal vector spatial components. Results validate the classic linear model of coregionalization for a more general case of nonorthogonality, that produces additional terms including cross-covariance in the nested structures. Linear combinations of nested structures have been applied in the frequency domain to a more general case where the coefficients are nonconstant but valid transfer functions. This allows for a tool for the production of cross-covariance and covariance models that are convolutions of valid models. An example for modeling of the hole effect is illustrated. 相似文献
13.
J. A. Vargas-Guzmán 《Mathematical Geology》2004,36(3):307-322
This paper introduces geostatistical approaches (i.e., kriging estimation and simulation) for a group of non-Gaussian random fields that are power algebraic transformations of Gaussian and lognormal random fields. These are power random fields (PRFs) that allow the construction of stochastic polynomial series. They were derived from the exponential random field, which is expressed as Taylor series expansion with PRF terms. The equations developed from computation of moments for conditional random variables allow the correction of Gaussian kriging estimates for the non-Gaussian space. The introduced PRF geostatistics shall provide tools for integration of data that requires simple algebraic transformations, such as regression polynomials that are commonly encountered in the practical applications of estimation. The approach also allows for simulations drawn from skewed distributions. 相似文献
14.
This work deals with the joint simulation of copper grade (as a continuous regionalized variable) and rock type (as a categorical variable) in Lince–Estefanía deposit, located in northern Chile. The region under study is heterogeneous, containing three main rock types (intrusive, andesite and breccia bodies) with different copper grade distributions. To perform joint simulation, the multi-Gaussian and pluriGaussian models are used in a combined form. To this end, three auxiliary Gaussian random fields are considered, one for simulating copper grade, up to a monotonic transformation, and two for simulating rock types according to a given truncation rule. Furthermore, the dependence between copper grade and rock types is reproduced by considering cross correlations between these Gaussian random fields. To investigate the benefits of the joint simulation algorithm, copper grade and rock types are also simulated by the traditional cascade approach and the results are compared. It is shown that the cascade approach produces hard boundaries, that is, abrupt transitions of copper grades when crossing rock-type boundaries, a condition that does not exist in the study area according to the contact analysis held on the available data. In contrast, the joint simulation approach produces gradual transitions of the copper grade near the rock-type boundaries and is more suited to the actual data. 相似文献
15.
Xavier Emery 《Mathematical Geology》2007,39(6):607-623
Conditioning realizations of stationary Gaussian random fields to a set of data is traditionally based on simple kriging.
In practice, this approach may be demanding as it does not account for the uncertainty in the spatial average of the random
field. In this paper, an alternative model is presented, in which the Gaussian field is decomposed into a random mean, constant
over space but variable over the realizations, and an independent residual. It is shown that, when the prior variance of the
random mean is infinitely large (reflecting prior ignorance on the actual spatial average), the realizations of the Gaussian
random field are made conditional by substituting ordinary kriging for simple kriging. The proposed approach can be extended
to models with random drifts that are polynomials in the spatial coordinates, by using universal or intrinsic kriging for
conditioning the realizations, and also to multivariate situations by using cokriging instead of kriging. 相似文献
16.
Xavier Emery 《Mathematical Geosciences》2008,40(1):83-99
This paper presents random field models with Gaussian or gamma univariate distributions and isofactorial bivariate distributions,
constructed by composing two independent random fields: a directing function with stationary Gaussian increments and a stationary
coding process with bivariate Gaussian or gamma distributions. Two variations are proposed, by considering a multivariate
directing function and a coding process with a separable covariance, or by including drift components in the directing function.
Iterative algorithms based on the Gibbs sampler allow one to condition the realizations of the substitution random fields
to a set of data, while the inference of the model parameters relies on simple tools such as indicator variograms and variograms
of different orders. A case study in polluted soil management is presented, for which a gamma model is used to quantify the
risk that pollutant concentrations over remediation units exceed a given toxicity level. Unlike the multivariate Gaussian
model, the proposed gamma model accounts for an asymmetry in the spatial correlation of the indicator functions around the
median and for a spatial clustering of high pollutant concentrations. 相似文献
17.
A regionalized composition is a random vector function whose components are positive and sum to a constant at every point of the sampling region. Consequently, the components of a regionalized composition are necessarily spatially correlated. This spatial dependence—induced by the constant sum constraint—is a spurious spatial correlation and may lead to misinterpretations of statistical analyses. Furthermore, the cross-covariance matrices of the regionalized composition are singular, as is the coefficient matrix of the cokriging system of equations. Three methods of performing estimation or prediction of a regionalized composition at unsampled points are discussed: (1) the direct approach of estimating each variable separately; (2) the basis method, which is applicable only when a random function is available that can he regarded as the size of the regionalized composition under study; (3) the logratio approach, using the additive-log-ratio transformation proposed by J. Aitchison, which allows statistical analysis of compositional data. We present a brief theoretical review of these three methods and compare them using compositional data from the Lyons West Oil Field in Kansas (USA). It is shown that, although there are no important numerical differences, the direct approach leads to invalid results, whereas the basis method and the additive-log-ratio approach are comparable. 相似文献
18.
Complex-valued random fields represent a natural extension of real-valued random fields and can be useful for modeling vectorial data in two dimensions (i.e., a wind field). In such a case, some theoretical issues arise concerning generating and fitting complex covariance functions to be used for prediction purposes. In this paper, some general aspects and properties of complex-valued random fields are summarized and a procedure to fit complex stationary covariance functions is proposed. A case study for analyzing wind speed data is presented. 相似文献
19.
The problem to predict a direction, axis, or orientation (rotation) from corresponding geocoded data is discussed and a general solution by virtue of embedding a sphere/hemisphere in a real vector space is presented. Its explicit justification in terms of mathematical assumptions concerning stationarity/homogeneity and isotropy is included. The data are modelled by a stationary random field, and the spatial correlation is represented by modified multivariate variograms and covariance functions. Various types of isotropy assumptions concerning invariance under translation/rotation of the data locations, the measurements, or a combination of both, can be distinguished and lead to different simplifications of the general cross-covariance function. Beyond spatial prediction a measure of confidence in the estimates is provided. 相似文献