首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献，搜索用时 140 毫秒
1.
The application of spectral simulation is gaining acceptance because it honors the spatial distribution of petrophysical properties, such as reservoir porosity and shale volume. While it has been widely assumed that spectral simulation will reproduce the mean and variance of the important properties such as the observed net/gross ratio or global average of porosity, this paper shows the traditional way of implementing spectral simulation yields a mean and variance that deviates from the observed mean and variance. Some corrections (shift and rescale) could be applied to generate geologic models yielding the observed mean and variance; however, this correction implicitly rescales the input variogram model, so the variogram resulting from the generated cases has a higher sill than the input variogram model. Therefore, the spectral simulation algorithm cannot build geologic models honoring the desired mean, variance, and variogram model simultaneously, which is contrary to the widely accepted assumption that spectral simulation can reproduce all the target statistics. However, by using Fourier transform just once to generate values at all the cells instead of visiting each cell sequentially, spectral simulation does reproduce the observed variogram better than sequential Gaussian simulation. That is, the variograms calculated from the generated geologic models show smaller fluctuations around the target variogram. The larger the generated model size relative to the variogram range, the smaller the observed fluctuations.  相似文献   

2.
The experimental variogram computed in the usual way by the method of moments and the Haar wavelet transform are similar in that they filter data and yield informative summaries that may be interpreted. The variogram filters out constant values; wavelets can filter variation at several spatial scales and thereby provide a richer repertoire for analysis and demand no assumptions other than that of finite variance. This paper compares the two functions, identifying that part of the Haar wavelet transform that gives it its advantages. It goes on to show that the generalized variogram of order k=1, 2, and 3 filters linear, quadratic, and cubic polynomials from the data, respectively, which correspond with more complex wavelets in Daubechies's family. The additional filter coefficients of the latter can reveal features of the data that are not evident in its usual form. Three examples in which data recorded at regular intervals on transects are analyzed illustrate the extended form of the variogram. The apparent periodicity of gilgais in Australia seems to be accentuated as filter coefficients are added, but otherwise the analysis provides no new insight. Analysis of hyerpsectral data with a strong linear trend showed that the wavelet-based variograms filtered it out. Adding filter coefficients in the analysis of the topsoil across the Jurassic scarplands of England changed the upper bound of the variogram; it then resembled the within-class variogram computed by the method of moments. To elucidate these results, we simulated several series of data to represent a random process with values fluctuating about a mean, data with long-range linear trend, data with local trend, and data with stepped transitions. The results suggest that the wavelet variogram can filter out the effects of long-range trend, but not local trend, and of transitions from one class to another, as across boundaries.  相似文献   

3.
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   

4.
An approach for valid covariance estimation via the Fourier series   总被引：1，自引：0，他引：1  
The use of kriging for construction of prediction or risk maps requires estimating the dependence structure of the random process, which can be addressed through the approximation of the covariance function. The nonparametric estimators used for the latter aim are not necessarily valid to solve the kriging system, since the positive-definiteness condition of the covariance estimator typically fails. The usage of a parametric covariance instead may be attractive at first because of its simplicity, although it may be affected by misspecification. An alternative is suggested in this paper to obtain a valid covariance from a nonparametric estimator through the Fourier series tool, which involves two issues: estimation of the Fourier coefficients and selection of the truncation point to determine the number of terms in the Fourier expansion. Numerical studies for simulated data have been conducted to illustrate the performance of this approach. In addition, an application to a real environmental data set is included, related to the presence of nitrate in groundwater in Beja District (Portugal), so that pollution maps of the region are generated by solving the kriging equations with the use of the Fourier series estimates of the covariance.  相似文献   

5.
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   

6.
In linear geostatistics, models for the mean function (drift) and the variogram or generalized covariance function are selected on the basis of the modeler's understanding of the phenomenon studied as well as data. One can seldom be assured that the most appropriate model has been selected; however, analysis of residuals is helpful in diagnosing whether some important characteristic of the data has been neglected and, ultimately, in providing a reasonable degree of assurance that the selected model is consistent with the available information. The orthonormal residuals presented in this work are kriging errors constructed so that, when the correct model is used, they are uncorrelated and have zero mean and unit variance. It is suggested that testing of orthonormal residuals is a practical way for evaluating the agreement of the model with the data and for diagnosing model deficiencies. Their advantages over the usually employed standardized residuals are discussed. A set of tests are presented. Orthonormal residuals can also be useful in the estimation of the covariance (or variogram) parameters for a model that is considered correct.  相似文献   

7.
On the Use of Non-Euclidean Distance Measures in Geostatistics   总被引：4，自引：0，他引：4  
In many scientific disciplines, straight line, Euclidean distances may not accurately describe proximity relationships among spatial data. However, non-Euclidean distance measures must be used with caution in geostatistical applications. A simple example is provided to demonstrate there are no guarantees that existing covariance and variogram functions remain valid (i.e. positive definite or conditionally negative definite) when used with a non-Euclidean distance measure. There are certain distance measures that when used with existing covariance and variogram functions remain valid, an issue that is explored. The concept of isometric embedding is introduced and linked to the concepts of positive and conditionally negative definiteness to demonstrate classes of valid norm dependent isotropic covariance and variogram functions, results many of which have yet to appear in the mainstream geostatistical literature or application. These classes of functions extend the well known classes by adding a parameter to define the distance norm. In practice, this distance parameter can be set a priori to represent, for example, the Euclidean distance, or kept as a parameter to allow the data to choose the metric. A simulated application of the latter is provided for demonstration. Simulation results are also presented comparing kriged predictions based on Euclidean distance to those based on using a water metric.  相似文献   

8.
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.
In the context of spatial statistics, the classical variogram estimator proposed by Matheron can be written as a quadratic form of the observations. If data are Gaussian with constant mean, then the correlation between the classical variogram estimator at two different lags is a function of the spatial design matrix and the variance matrix. When data are independent with unidimensional and regular support, an explicit formula for this correlation is available. The same is true for a multidimensional and regular support as can be shown by using Kronecker products of matrices. As variogram fitting is a crucial stage for correct spatial prediction, it is proposed to use a generalized least squares method with an explicit formula for the covariance structure (GLSE). A good approximation of the covariance structure is achieved by taking account of the explicit formula for the correlation in the independent situation. Simulations are carried out with several types of underlying variograms, as well as with outliers in the data. Results show that this technique (GLSE), combined with a robust estimator of the variogram, improves the fit significantly.  相似文献   

10.
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   

11.
To speed up multivariate geostatistical simulation it is common to transform the set of attributes into spatially uncorrelated factors that can be simulated independently. Spatial decorrelation methods are usually based on the diagonalisation of the variance/covariance and semivariogram matrices of the set of attributes for a chosen family of lag spacings. These matrices are symmetric and there are several efficient methods for the approximate joint diagonalisation of a family of symmetric matrices. One of these is the uniformly weighted exhaustive diagonalisation with Gauss iterations (U-WEDGE) method. In contrast to the method of minimum/maximum autocorrelation factors (MAF), where a two structure linear model of coregionalisation is assumed, U-WEDGE can be applied directly to the set of experimental semivariogram matrices without having to place restrictions on the number of structures in the linear model of coregionalisation, thus removing one of the restrictions placed on the subsequent modelling of the spatial structure of the factors. We use an iron-ore data set to illustrate the method and present a comparison between the simulated attributes obtained from U-WEDGE and MAF with the full co-simulation of the attributes.  相似文献   

12.
When estimating the mean value of a variable, or the total amount of a resource, within a specified region it is desirable to report an estimated standard error for the resulting estimate. If the sample sites are selected according to a probability sampling design, it usually is possible to construct an appropriate design-based standard error estimate. One exception is systematic sampling for which no such standard error estimator exists. However, a slight modification of systematic sampling, termed 2-step tessellation stratified (2TS) sampling, does permit the estimation of design-based standard errors. This paper develops a design-based standard error estimator for 2TS sampling. It is shown that the Taylor series approximation to the variance of the sample mean under 2TS sampling may be expressed in terms of either a deterministic variogram or a deterministic covariance function. Variance estimation then can be approached through the estimation of a variogram or a covariance function. The resulting standard error estimators are compared to some more traditional variance estimators through a simulation study. The simulation results show that estimators based on the new approach may perform better than traditional variance estimators.  相似文献   

13.
The classical variogram estimator proposed by Matheron can be written as a quadratic form of the observations. When data have an elliptically contoured distribution with constant mean, the correlation between the classical variogram estimator at two different lags is a function of the spatial design matrix, the covariance matrix, and the kurtosis. Several specific cases are studied closely. A subclass of elliptically contoured distributions with a particular family of covariance matrices is shown to possess exactly the same correlation structure for the classical variogram estimator as the multivariate independent Gaussian distribution. The consequences on variogram fitting by generalized least squares are discussed.  相似文献   

14.
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   

15.
The aim of this short article is to stress the importance of using only positive-definite functions as models for covariance functions and variograms.The two examples presented show that a negative variance can easily be obtained when a nonadmissible function is chosen for the variogram model.  相似文献   

16.
A fast Fourier transform (FFT) moving average (FFT-MA) method for generating Gaussian stochastic processes is derived. Using discrete Fourier transforms makes the calculations easy and fast so that large random fields can be produced. On the other hand, the basic moving average frame allows us to uncouple the random numbers from the structural parameters (mean, variance, correlation length, ... ), but also to draw the randomness components in spatial domain. Such features impart great flexibility to the FFT-MA generator. For instance, changing only the random numbers gives distinct realizations all having the same covariance function. Similarly, several realizations can be built from the same random number set, but from different structural parameters. Integrating the FFT-MA generator into an optimization procedure provides a tool theoretically capable to determine the random numbers identifying the Gaussian field as well as the structural parameters from dynamic data. Moreover, all or only some of the random numbers can be perturbed so that realizations produced using the FFT-MA generator can be locally updated through an optimization process.  相似文献   

17.
The classical variogram estimator proposed by Matheron can be written as a quadratic form of the observations. When data have an elliptically contoured distribution with constant mean, the correlation between the classical variogram estimator at two different lags is a function of the spatial design matrix, the covariance matrix, and the kurtosis. Several specific cases are studied closely. A subclass of elliptically contoured distributions with a particular family of covariance matrices is shown to possess exactly the same correlation structure for the classical variogram estimator as the multivariate independent Gaussian distribution. The consequences on variogram fitting by generalized least squares are discussed.  相似文献   

18.
Robust Resampling Confidence Intervals for Empirical Variograms   总被引：1，自引：0，他引：1  
The variogram function is an important measure of the spatial dependencies of a geostatistical or other spatial dataset. It plays a central role in kriging, designing spatial studies, and in understanding the spatial properties of geological and environmental phenomena. It is therefore important to understand the variability attached to estimates of the variogram. Existing methods for constructing confidence intervals around the empirical variogram either rely on strong assumptions, such as normality or known variogram function, or are based on resampling blocks and subject to edge effect biases. This paper proposes two new procedures for addressing these concerns: a quasi-block-bootstrap and a quasi-block-jackknife. The new methods are based on transforming the data to decorrelate it based on a fitted variogram model, resampling blocks from the decorrelated data, and then recorrelating. The coverage properties of the new confidence intervals are compared by simulation to a number of existing resampling-based intervals. The proposed quasi-block-jackknife confidence interval is found to have the best properties of all of the methods considered across a range of scenarios, including normally and lognormally distributed data and misspecification of the variogram function used to decorrelate the data.  相似文献   

19.
Generating one realization of a random permeability field that is consistent with observed pressure data and a known variogram model is not a difficult problem. If, however, one wants to investigate the uncertainty of reservior behavior, one must generate a large number of realizations and ensure that the distribution of realizations properly reflects the uncertainty in reservoir properties. The most widely used method for conditioning permeability fields to production data has been the method of simulated annealing, in which practitioners attempt to minimize the difference between the ’ ’true and simulated production data, and “true” and simulated variograms. Unfortunately, the meaning of the resulting realization is not clear and the method can be extremely slow. In this paper, we present an alternative approach to generating realizations that are conditional to pressure data, focusing on the distribution of realizations and on the efficiency of the method. Under certain conditions that can be verified easily, the Markov chain Monte Carlo method is known to produce states whose frequencies of appearance correspond to a given probability distribution, so we use this method to generate the realizations. To make the method more efficient, we perturb the states in such a way that the variogram is satisfied automatically and the pressure data are approximately matched at every step. These perturbations make use of sensitivity coefficients calculated from the reservoir simulator.  相似文献   

20.
The reliability of using fractal dimension (D) as a quantitative parameter to describe geological variables is dependent mainly on the accuracy of estimated D values from observed data. Two widely used methods for the estimation of fractal dimensions are based on fitting a fractal model to experimental variograms or power-spectra on a log-log plot. The purpose of this paper is to study the uncertainty in the fractal dimension estimated by these two methods. The results indicate that both spectrum and variogram methods result in biased estimates of the D value. Fractal dimension calculated by these two methods for the same data will be different unless the bias is properly corrected. The spectral method results in overestimated D values. The variogram method has a critical fractal dimension, below which overestimation occurs and above which underestimation occurs. On the bases of 36,000 simulated realizations we propose empirical formulae to correct for biases in the spectral and variogram estimated fractal dimension. Pitfalls in estimating fractal dimension from data contaminated by white noise or data having several fractal components have been identified and illustrated by simulated examples.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号