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1.
Guillaume Larocque Pierre Dutilleul Bernard Pelletier James W. Fyles 《Mathematical Geology》2007,39(3):263-288
Coregionalization analysis has been presented as a method of multi-scale analysis for multivariate spatial data. Despite an
increasing use of this method in environmental and earth sciences, the uncertainty associated with the estimation of parameters
in coregionalization analysis (e.g., sills and functions of sills) is potentially high and has not yet been characterized.
This article aims to discuss the theory underlying coregionalization analysis and assess the robustness and limits of the
method. A theoretical framework is developed to calculate the ergodic and fluctuation variance-covariance matrices of least-squares
estimators of sills in the linear model of coregionalization. To adjust for the positive semidefiniteness constraint on estimated
coregionalization matrices, a confidence interval estimation procedure for sills and functions of sills is presented. Thereafter,
the relative importance of uncertainty measures (bias and variance) for sills and structural coefficients of correlation and
determination is assessed under different scenarios to identify factors controlling their uncertainty. Our results show that
the sampling grid density, the choice of the least-squares estimator of sills, the positive semidefiniteness constraint, the
presence of scale dependence in the correlations, and the number and range of variogram models, all affect the level of uncertainty,
sometimes through multiple interactions. The asymptotic properties of variogram model parameter estimators in a bounded sampling
domain impose a theoretical limit to their accuracy and precision. Because of this limit, the uncertainty was found to be
high for several scenarios, especially with three variogram models, and was often more dependent on the ratio of variogram
range to domain extent than on the sampling grid density. In practice, in the coregionalization analysis of a real dataset,
the circular requirement for sill estimates in the calculation of uncertainty measures makes the quantification of uncertainty
very problematic, if not impossible. The use of coregionalization analysis must be made with due knowledge of the uncertainty
levels and limits of the method. 相似文献
2.
Guillaume Larocque Pierre Dutilleul Bernard Pelletier James W. Fyles 《Mathematical Geosciences》2007,39(3):263-288
Coregionalization analysis has been presented as a method of multi-scale analysis for multivariate spatial data. Despite an increasing use of this method in environmental and earth sciences, the uncertainty associated with the estimation of parameters in coregionalization analysis (e.g., sills and functions of sills) is potentially high and has not yet been characterized. This article aims to discuss the theory underlying coregionalization analysis and assess the robustness and limits of the method. A theoretical framework is developed to calculate the ergodic and fluctuation variance-covariance matrices of least-squares estimators of sills in the linear model of coregionalization. To adjust for the positive semidefiniteness constraint on estimated coregionalization matrices, a confidence interval estimation procedure for sills and functions of sills is presented. Thereafter, the relative importance of uncertainty measures (bias and variance) for sills and structural coefficients of correlation and determination is assessed under different scenarios to identify factors controlling their uncertainty. Our results show that the sampling grid density, the choice of the least-squares estimator of sills, the positive semidefiniteness constraint, the presence of scale dependence in the correlations, and the number and range of variogram models, all affect the level of uncertainty, sometimes through multiple interactions. The asymptotic properties of variogram model parameter estimators in a bounded sampling domain impose a theoretical limit to their accuracy and precision. Because of this limit, the uncertainty was found to be high for several scenarios, especially with three variogram models, and was often more dependent on the ratio of variogram range to domain extent than on the sampling grid density. In practice, in the coregionalization analysis of a real dataset, the circular requirement for sill estimates in the calculation of uncertainty measures makes the quantification of uncertainty very problematic, if not impossible. The use of coregionalization analysis must be made with due knowledge of the uncertainty levels and limits of the method. 相似文献
3.
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
4.
Bernard Pelletier Pierre Dutilleul Guillaume Larocque James W. Fyles 《Mathematical Geology》2004,36(3):323-343
In geostatistical studies, the fitting of the linear model of coregionalization (LMC) to direct and cross experimental semivariograms is usually performed with a weighted least-squares (WLS) procedure based on the number of pairs of observations at each lag. So far, no study has investigated the efficiency of other least-squares procedures, such as ordinary least squares (OLS), generalized least squares (GLS), and WLS with other weighing functions, in the context of the LMC. In this article, we compare the statistical properties of the sill estimators obtained with eight least-squares procedures for fitting the LMC: OLS, four WLS, and three GLS. The WLS procedures are based on approximations of the variance of semivariogram estimates at each distance lag. The GLS procedures use a variance–covariance matrix of semivariogram estimates that is (i) estimated using the fourth-order moments with sill estimates (GLS1), (ii) calculated using the fourth-order moments with the theoretical sills (GLS2), and (iii) based on an approximation using the correlation between semivariogram estimates in the case of spatial independence of the observations (GLS3). The current algorithm for fitting the LMC by WLS while ensuring the positive semidefiniteness of sill matrix estimates is modified to include any least-squares procedure. A Monte Carlo study is performed for 16 scenarios corresponding to different combinations of the number of variables, number of spatial structures, values of ranges, and scale dependence of the correlations among variables. Simulation results show that the mean square error is accounted for mostly by the variance of the sill estimators instead of their squared bias. Overall, the estimated GLS1 and theoretical GLS2 are the most efficient, followed by the WLS procedure that is based on the number of pairs of observations and the average distance at each lag. On that basis, GLS1 can be recommended for future studies using the LMC. 相似文献
5.
The linear model of coregionalization (LMC) is generally fit to multivariate geostatistical data by minimizing a least-squares
criterion. It is commonly believed that weighting the criterion by inverse variances will reduce the influence of those variables
with large variance. We point out that this need not be so, and that in some cases the weights will have no effect whatsoever
on the estimated sill matrices. When there is an effect, it is due not to a reduction of these variables’ influence, but rather
due to a lack of invariance of the minimization problem; moreover, sometimes the influence may actually increase. The correct
way to reduce influence is to fit the LMC after standardizing the variables to have unit variance. 相似文献
6.
Multivariable variogram and its application to the linear model of coregionalization 总被引：1，自引：0，他引：1
In this article, we present the multivariable variogram, which is defined in a way similar to that of the traditional variogram, by the expected value of a distance, squared, in a space withp dimensions. Combined with the linear model of coregionalization, this tool provides a way for finding the elementary variograms that characterize the different spatial scales contained in a set of data withp variables. In the case in which the number of elementary components is less than or equal to the number of variables, it is possible, by means of nonlinear regression of variograms and cross-variograms, to estimate the coregionalization parameters directly in order to obtain the elementary variables themselves, either by cokriging or by direct matrix inversion. This new tool greatly simplifies the procedure proposed by Matheron (1982) and Wackernagel (1985). The search for the elementary variograms is carried out using only one variogram (multivariable), as opposed to thep(p + 1)/2 required by the Matheron approach. Direct estimation of the linear coregionalization model parameters involves the creation of semipositive definite coregionalization matrices of rank 1. 相似文献
7.
Normal cross-variograms cannot be estimated from data in the usual way when there are only a few points where both variables have been measured. But the experimental pseudo cross-variogram can be computed even where there are no matching sampling points, and this appears as its principal advantage. The pseudo cross-variogram may be unbounded, though for its existence the intrinsic hypothesis alone is not a sufficient stationarity condition. In addition the differences between the two random processes must be second order stationary. Modeling the function by linear coregionalization reflects the more restrictive stationarity condition: the pseudo cross-variogram can be unbounded only if the unbounded correlation structures are the same in all variograms. As an alternative to using the pseudo cross-variogram a new method is presented that allows estimating the normal cross variogram from data where only one variable has been measured at a point. 相似文献
8.
Normal cross-variograms cannot be estimated from data in the usual way when there are only a few points where both variables have been measured. But the experimental pseudo cross-variogram can be computed even where there are no matching sampling points, and this appears as its principal advantage. The pseudo cross-variogram may be unbounded, though for its existence the intrinsic hypothesis alone is not a sufficient stationarity condition. In addition the differences between the two random processes must be second order stationary. Modeling the function by linear coregionalization reflects the more restrictive stationarity condition: the pseudo cross-variogram can be unbounded only if the unbounded correlation structures are the same in all variograms. As an alternative to using the pseudo cross-variogram a new method is presented that allows estimating the normal cross variogram from data where only one variable has been measured at a point. 相似文献
9.
基于CPT资料的土性参数随机场特性研究 总被引：3，自引：0，他引：3
通过CPT资料研究土性参数随机场特性是一种比较理想的方法。土性参数随机场的平稳性是后续研究的先决条件之一,可以通过Bartlett统计量进行检验,但采用不同的模型拒绝域相差比较大,这样给实际应用造成困难,新模型LGS由于适应范围广可以解决这一问题。从随机场的基本理论出发,介绍了新相关模型LGS的数值模拟方法。基于LGS相关模型,采用修正的Bartlett统计量对随机场平稳性进行检验,统一了拒绝标准。用两组数据进行了实例分析,通过编制的程序进行计算,结果表明,这种相关模型对不同形式的相关函数有较好的适应性,可以解决拒绝域不统一的问题。 相似文献
10.
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
11.
The variogram matrix function is an important measure for the dependence of a vector random field with second-order increments, and is a useful tool for linear predication or cokriging. This paper proposes an efficient approach to construct variogram matrix functions, based on three ingredients: a univariate variogram, a conditionally negative definite matrix, and a Bernstein function, and derives three classes of variogram matrix functions for vector elliptically contoured random fields. Moreover, various dependence structures among components can be derived through appropriate mixture procedures demonstrated in this paper. We also obtain covariance matrix functions for second-order vector random fields through the Schoenberg–Lévy kernels. 相似文献
12.
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
13.
Estimation of non-ergodic variograms and their sampling variance by design-based sampling strategies
Design-based sampling strategies based on classical sampling theory offer unprecedented potentials for estimation of non-ergodic variograms. Unbiased and uncorrelated estimates of the semivariance at the selected lags and of its sampling variance can be simply obtained. These estimates are robust against deviations from an assumed spatial autocorrelation model. The same holds for the variogram model parameters and their sampling (co)variances. Moreover, an objective measure for lack of fit of the fitted model can simply be derived. The estimators for two basic sampling designs, simple random sampling and stratified simple random sampling of pairs of points, are presented. The first has been tested in real world for estimating the non-ergodic variograms of three soil properties. The parameters of variogram models and their sampling (co)variances were estimated with 72 pairs of points distributed over six lags. 相似文献
14.
On a controversial method for modeling a coregionalization 总被引：2，自引：0，他引：2
P. Goovaerts 《Mathematical Geology》1994,26(2):197-204
This paper reviews two alternative approaches for modeling the (cross) variograms in a coregionalization: (1) fitting the traditional linear model of coregionalization. or (2) deducing the crossvariogram model as a linear combination of prior direct (auto) variogram models while checking the Cauchy-Schwarz inequalities. We show that the second approach has no practical advantage over the traditional one and may not be valid if more than two variables are involved. In such case. Cauchy-Schwarz inequalities are necessary but not sufficient conditions for validity of a coregionalization model. 相似文献
15.
Spectral simulation of multivariable stationary random functions using covariance fourier transforms 总被引：1，自引：0，他引：1
A coregionalization simulation consists of the generation of realizations of a group of spatially related random variables. The Fourier integral method is presented, modified to carry out such a multivariable simulation. This method allows the simulation of realizations with any specified symmetrical covariance matrix and it is not limited to the classic linear model of coregionalization. The results of gaussian nonconditinal simulations from a case study modeling the spatial characteristics of a layer of coal are given. 相似文献
16.
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
17.
Comparison of kriging techniques in a space-time context 总被引：1，自引：0，他引：1
Patrick Bogaert 《Mathematical Geology》1996,28(1):73-86
Space-time processes constitute a particular class, requiring suitable tools in order to predict values in time and space, such as a space-time variogram or covariance function. The space-time co-variance function is defined and linked to the Linear Model of Coregionalization under second-order space-time stationarity. Simple and ordinary space-time kriging systems are compared to simple and ordinary cokriging and their differences for unbiasedness conditions are underlined. The ordinary space-time kriging estimation then is applied to simulated data. Prediction variances and prediction errors are compared with those for ordinary kriging and cokriging under different unbiasedness conditions using a cross-validation. The results show that space-time kriging tend to produce lower prediction variances and prediction errors that kriging and cokriging. 相似文献
18.
用变差函数研究重磁场的区域变化特征.变差函数的变程反映重磁场的相干范围, 块金效应反映随机干扰, 基台值反映变异程度.重磁场的理论模拟说明: 重力场的相干范围大于磁场, 重磁场变程主要取决于场源深度, 浅源重磁场变差函数近似为球状模型或指数模型, 深源重磁场近似为连续性更好的高斯模型.磁场场源深度近似等于变程的一半, 重力场场源深度近似等于变程的四分之一.湖北大冶铁矿垂直分量磁异常具有几何各向异性, 北西-南东走向, 变差函数推测磁铁矿平均深度为250m.磁异常小波多尺度分解细节和逼近部分磁场具有协调几何各向异性, 变差函数的各阶场源深度估计结果与功率谱估计结果吻合. 相似文献
19.
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
20.
If a particular distribution for kriging error may be assumed, confidence intervals can be estimated and contract risk can be assessed. Contract risk is defined as the probability that a block grade will exceed some specified limit. In coal mining, this specified limit will be set in a coal sales agreement. A key assumption necessary to implement the geostatistical model is that of local stationarity in the variogram. In a typical project, data limitations prevent a detailed examination of the stationarity assumption. In this paper, the distribution of kriging error and scale of variogram stationarity are examined for a coal property in northern West Virginia. 相似文献