共查询到20条相似文献，搜索用时 31 毫秒
1.
Highly Robust Variogram Estimation 总被引：5，自引：0，他引：5
Marc G. Genton 《Mathematical Geology》1998,30(2):213-221
The classical variogram estimator proposed by Matheron is not robust against outliers in the data, nor is it enough to make simple modifications such as the ones proposed by Cressie and Hawkins in order to achieve robustness. This paper proposes and studies a variogram estimator based on a highly robust estimator of scale. The robustness properties of these three estimators are analyzed and compared. Simulations with various amounts of outliers in the data are carried out. The results show that the highly robust variogram estimator improves the estimation significantly. 相似文献
2.
R. M. Lark 《Mathematical Geosciences》2008,40(7):729-751
The effect of outliers on estimates of the variogram depends on how they are distributed in space. The ‘spatial breakdown
point’ is the largest proportion of observations which can be drawn from some arbitrary contaminating process without destroying
a robust variogram estimator, when they are arranged in the most damaging spatial pattern. A numerical method is presented
to find the spatial breakdown point for any sample array in two dimensions or more. It is shown by means of some examples
that such a numerical approach is needed to determine the spatial breakdown point for two or more dimensions, even on a regular
square sample grid, since previous conjectures about the spatial breakdown point in two dimensions do not hold. The ‘average
spatial breakdown point’ has been used as a basis for practical guidelines on the intensity of contaminating processes that
can be tolerated by robust variogram estimators. It is the largest proportion of contaminating observations in a data set
such that the breakdown point of the variance estimator used to obtain point estimates of the variogram is not exceeded by
the expected proportion of contaminated pairs of observations over any lag. In this paper the behaviour of the average spatial
breakdown point is investigated for cases where the contaminating process is spatially dependent. It is shown that in two
dimensions the average spatial breakdown point is 0.25. Finally, the ‘empirical spatial breakdown point’, a tool for the exploratory
analysis of spatial data thought to contain outliers, is introduced and demonstrated using data on metal content in the soils
of Sheffield, England. The empirical spatial breakdown point of a particular data set can be used to indicate whether the
distribution of possible contaminants is likely to undermine a robust variogram estimator. 相似文献
3.
几种特异值处理方法的比较 总被引：9，自引：0，他引：9
丁旭东 《物探化探计算技术》1996,18(1):71-77
特异值（又称特高品位）存在于抽样调查之中。在地质统计学中，如果观测值存在有特异值，就严重的影响变差函数的计算结果，从而大大影响了地质统计学研究结果的精度。本文通过对目前国内外处理特异值方法（１．估计邻域法ＥＮＭ２．影响系数法ＩＣＭ３．相对变差函数法ＧＲＶ．ＰＲＶ）的比较，确定处理方法的优劣，对提高地质统计学研究结果的精度，有积极的作用 相似文献
4.
Variogram Fitting by Generalized Least Squares Using an Explicit Formula for the Covariance Structure 总被引：4，自引：0，他引：4
Marc G. Genton 《Mathematical Geology》1998,30(4):323-345
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
5.
概述了克里格法应用于北方某煤矿的储量计算结果,并将其与传统方法的计算结果进行比较,说明了该法的应用价值。 相似文献
6.
Comparing the robustness of ordinary kriging and lognormal kriging: Outlier resistance 总被引：1，自引：0，他引：1
Ordinary kriging is well-known to be optimal when the data have a multivariate normal distribution (and if the variogram is known), whereas lognormal kriging presupposes the multivariate lognormality of the data. But in practice, real data never entirely satisfy these assumptions. In this article, the sensitivity of these two kriging estimators to departures from these assumptions and in particular, their resistance to outliers is considered. An outlier effect index designed to assess the effect of a single outlier on both estimators is proposed, which can be extended to other types of estimators. Although lognormal kriging is sensitive to slight variations in the sill of the variogram of the logs (i.e., their variance), it is not influenced by the estimate of the mean of the logs.This paper was presented at MGUS 87 Conference, Redwood City, California, 14 April 1987. 相似文献
7.
Parallel variogram analyses, block kriging, and follow-up studies were effected for the lead content of part of the Prieska copper-zinc ore body and for the gold content of the highly variable Breef in a section of the Loraine gold mine, based first on untransformed values and second on logarithmically transformed values using the lognormal-de Wijsian model. For both models the effect was also analyzed of using the population mean or ignoring it. Practical follow-up comparisons confirm theoretical considerations and show that on these mines conditional biases can be eliminated conveniently by kriging with mean; also that the lognormal-de Wijsian model with mean gives the best results. 相似文献
8.
Geological data frequently have a heavy-tailed normal-in-the-middle distribution, which gives rise to grade distributions that appear to be normal except for the occurrence of a few outliers. This same situation also applies to log-transformed data to which lognormal kriging is to be applied. For such data, linear kriging is nonrobust in that (1)kriged estimates tend to infinity as the outliers do, and (2)it is also not minimum mean squared error. The more general nonlinear method of disjunctive kriging is even more nonrobust, computationally more laborious, and in the end need not produce better practical answers. We propose a robust kriging method for such nearly normal data based on linear kriging of an editing of the data. It is little more laborious than conventional linear kriging and, used in conjunction with a robust estimator of the variogram, provides good protection against the effects of data outliers. The method is also applicable to time series analysis. 相似文献
9.
Before optimal linear prediction can be performed on spatial data sets, the variogram is usually estimated at various lags and a parametric model is fitted to those estimates. Apart from possible a priori knowledge about the process and the user's subjectivity, there is no standard methodology for choosing among valid variogram models like the spherical or the exponential ones. This paper discusses the nonparametric estimation of the variogram and its derivative, based on the spectral representation of positive definite functions. The use of the estimated derivative to help choose among valid parametric variogram models is presented. Once a model is selected, its parameters can be estimated—for example, by generalized least squares. A small simulation study is performed that demonstrates the usefulness of estimating the derivative to help model selection and illustrates the issue of aliasing. MATLAB software for nonparametric variogram derivative estimation is available at http://www-math.mit.edu/~gorsich/derivative.html. An application to the Walker Lake data set is also presented. 相似文献
10.
Geological data frequently have a heavy-tailed normal-in-the-middle distribution, which gives rise to grade distributions that appear to be normal except for the occurrence of a few outliers. This same situation also applies to log-transformed data to which lognormal kriging is to be applied. For such data, linear kriging is nonrobust in that (1)kriged estimates tend to infinity as the outliers do, and (2)it is also not minimum mean squared error. The more general nonlinear method of disjunctive kriging is even more nonrobust, computationally more laborious, and in the end need not produce better practical answers. We propose a robust kriging method for such nearly normal data based on linear kriging of an editing of the data. It is little more laborious than conventional linear kriging and, used in conjunction with a robust estimator of the variogram, provides good protection against the effects of data outliers. The method is also applicable to time series analysis. 相似文献
11.
Estimating Variogram Uncertainty 总被引：10，自引：0，他引：10
The variogram is central to any geostatistical survey, but the precision of a variogram estimated from sample data by the method of moments is unknown. It is important to be able to quantify variogram uncertainty to ensure that the variogram estimate is sufficiently accurate for kriging. In previous studies theoretical expressions have been derived to approximate uncertainty in both estimates of the experimental variogram and fitted variogram models. These expressions rely upon various statistical assumptions about the data and are largely untested. They express variogram uncertainty as functions of the sampling positions and the underlying variogram. Thus the expressions can be used to design efficient sampling schemes for estimating a particular variogram. Extensive simulation tests show that for a Gaussian variable with a known variogram, the expression for the uncertainty of the experimental variogram estimate is accurate. In practice however, the variogram of the variable is unknown and the fitted variogram model must be used instead. For sampling schemes of 100 points or more this has only a small effect on the accuracy of the uncertainty estimate. The theoretical expressions for the uncertainty of fitted variogram models generally overestimate the precision of fitted parameters. The uncertainty of the fitted parameters can be determined more accurately by simulating multiple experimental variograms and fitting variogram models to these. The tests emphasize the importance of distinguishing between the variogram of the field being surveyed and the variogram of the random process which generated the field. These variograms are not necessarily identical. Most studies of variogram uncertainty describe the uncertainty associated with the variogram of the random process. Generally however, it is the variogram of the field being surveyed which is of interest. For intensive sampling schemes, estimates of the field variogram are significantly more precise than estimates of the random process variogram. It is important, when designing efficient sampling schemes or fitting variogram models, that the appropriate expression for variogram uncertainty is applied. 相似文献
12.
Mark R. Dunn 《Mathematical Geosciences》1983,15(4):553-564
Estimation of linear combinations is accomplished by using the observed (available) data. Accordingly, to require the negative of a modeled variogram function to be positive definite for all possible data combinations is unnecessary when only the observed data are used in estimation. The requirement that the negative of a variogram model be conditionally positive semidefinite is then relaxed to apply at the observed spatial locations only. In this setting a simple, yet crude, sufficient condition is developed to ensure that a variogram model will yield nonnegative variances for the available data. It is seen that the condition is independent of the dimensionality of the data and applies to both isotropic and anisotropic models. An example of the application of the condition is also presented. The condition is harder to satisfy as the amount of data increases and must be adjusted as the variogram changes to accommodate new data. 相似文献
13.
Is the ocean floor a fractal? 总被引：1，自引：0，他引：1
The topographic structure of the ocean bottom is investigated at different scales of resolution to answer the question: Can the seafloor be described as a fractal process? Methods from geostatistics, the theory of regionalized variables, are used to analyze the spatial structure of the ocean floor at different scales of resolution. The key to the analysis is the variogram criterion: Self-similarity of a stochastic process implies self-similarity of its variogram. The criterion is derived and proved here: it also is valid for special cases of self-affinity (in a sense adequate for topography). It has been proposed that seafloor topography can be simulated as a fractal (an object of Hausdorff dimension strictly larger than its topological dimension), having scaling properties (self-similarity or self-affinity). The objective of this study is to compare the implications of these concepts with observations of the seafloor. The analyses are based on SEABEAM bathymetric data from the East Pacific Rise at 13°N/104°W and at 9°N/104°W and use tracks that run both across the ridge crest and along the ridge flank. In the geostatistical evaluation, the data are considered as a stochastic process. The spatial continuity of this process is described by variograms that are calculated for different scales and directions. Applications of the variogram criterion to scale-dependent variogram models yields the following results: Although the seafloor may be a fractal in the sense of the definition involving the Hausdorff dimension, it is not self-similar, nor self-affine (in the given sense). Mathematical models of scale-dependent spatial structures are presented, and their relationship to geologic processes such as ridge evolution, crust formation, and sedimentation is discussed. 相似文献
14.
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
15.
The topographic structure of the ocean bottom is investigated at different scales of resolution to answer the question: Can the seafloor be described as a fractal process? Methods from geostatistics, the theory of regionalized variables, are used to analyze the spatial structure of the ocean floor at different scales of resolution. The key to the analysis is the variogram criterion: Self-similarity of a stochastic process implies self-similarity of its variogram. The criterion is derived and proved here: it also is valid for special cases of self-affinity (in a sense adequate for topography). It has been proposed that seafloor topography can be simulated as a fractal (an object of Hausdorff dimension strictly larger than its topological dimension), having scaling properties (self-similarity or self-affinity). The objective of this study is to compare the implications of these concepts with observations of the seafloor. The analyses are based on SEABEAM bathymetric data from the East Pacific Rise at 13°N/104°W and at 9°N/104°W and use tracks that run both across the ridge crest and along the ridge flank. In the geostatistical evaluation, the data are considered as a stochastic process. The spatial continuity of this process is described by variograms that are calculated for different scales and directions. Applications of the variogram criterion to scale-dependent variogram models yields the following results: Although the seafloor may be a fractal in the sense of the definition involving the Hausdorff dimension, it is not self-similar, nor self-affine (in the given sense). Mathematical models of scale-dependent spatial structures are presented, and their relationship to geologic processes such as ridge evolution, crust formation, and sedimentation is discussed. 相似文献
16.
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
17.
Saeed Soltani-Mohammadi 《Earth Science Informatics》2016,9(2):235-245
Using kriging has been accepted today as the most common method of estimating spatial data in such different fields as the geosciences. To be able to apply kriging methods, it is necessary that the data and variogram model parameters be precise. To utilize the imprecise (fuzzy) data and parameters, use is made of fuzzy kriging methods. Although it has been 30 years since different fuzzy kriging algorithms were proposed, its use has not become as common as other kriging methods (ordinary, simple, log, universal, etc.); lack of a comprehensive software that can perform, based on different fuzzy kriging algorithms, the related calculations in a 3D space can be the main reason. This paper describes an open-source software toolbox (developed in Matlab) for running different algorithms proposed for fuzzy kriging. It also presents, besides a short presentation of the fuzzy kriging method and introduction of the functions provided by the FuzzyKrig toolbox, 3 cases of the software application under the conditions where: 1) data are hard and variogram model parameters are fuzzy, 2) data are fuzzy and variogram model parameters are hard, and 3) both data and variogram model parameters are fuzzy. 相似文献
18.
The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology. 相似文献
19.
Teacher''s Aide Variogram Interpretation and Modeling 总被引：13，自引：0，他引：13
The variogram is a critical input to geostatistical studies: (1) it is a tool to investigate and quantify the spatial variability of the phenomenon under study, and (2) most geostatistical estimation or simulation algorithms require an analytical variogram model, which they will reproduce with statistical fluctuations. In the construction of numerical models, the variogram reflects some of our understanding of the geometry and continuity of the variable, and can have a very important impact on predictions from such numerical models. The principles of variogram modeling are developed and illustrated with a number of practical examples. A three-dimensional interpretation of the variogram is necessary to fully describe geologic continuity. Directional continuity must be described simultaneously to be consistent with principles of geological deposition and for a legitimate measure of spatial variability for geostatistical modeling algorithms. Interpretation principles are discussed in detail. Variograms are modeled with particular functions for reasons of mathematical consistency. Used correctly, such variogram models account for the experimental data, geological interpretation, and analogue information. The steps in this essential data integration exercise are described in detail through the introduction of a rigorous methodology. 相似文献
20.
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